You could grill them, bake them, broil them, boil them or
saute them or even batter and deep fat fry them.
I prefer saute, bake and broil - I marinate them first in a bit
of olive oil, soy sauce, garlic.
If saute I use Peanut oil and cook for a min. or 2 on each side depending
on size. I generally use 21-25 (# prawns per pound).
Once they turn bright pink flip them over, when pink on both sides - that's it for me.
anything that does not kill me makes me stronger