One of the pitfalls of cooking shrimp is that, as some have noted already, they begin to toughen very quickly and become rubbery. When this happens, they tend to be dry and not very much fun to eat. Brining is a way to overcome this.
Brining uses osmosis to take a substance of a higher concentration (in this case salt and water) into a product of lower concentration of those ingredients (in this case shrimp). Essentially, the proteins begin to denature, unraveling and forming new bonds. As they do so, they trap both water and salt in this newly formed structure. When cooked after brining, they stay juicy and moist due to the water trapped in the newly form protein bonds.
In addition to the methods mentioned above, brining is a technique that allows a cook to have shrimp that are moist and seasoned as well. I've used it not only for shrimp, but for chicken, pork, etc. In a word, it works.
The ratio to remember is 1 cup (approximately 9.6 ounces) of kosher salt per gallon of water for a basic brine. The larger the food item being brined, the longer one should let it sit in it. I normally do shrimp for about a half hour or so, chicken wings about the same, and whole chickens/pork roasts about 2 hours or more. I do whole turkeys either overnight or about 5-7 hours, depending on the size of the turkey. I'm sure there are plenty of places on line to look for recommended brining times, but these general guidelines have worked well for me.
Once the shrimp is brined, drain, rinse to remove excess salt, and cook as desired.