Here's my Lobster Bisque recipe which I posted some time ago in another thread. With minor adaptations, this recipe also works well with crawfish, shrimp and crab. In each case, use the shells to make your base and you'll get much better results.
With shrimp, I'd shell them and use the shells only to make my base, not cooking the shrimp themselves until you make the final bisque. Shrimp cook very quickly and you don't want to overcook them. I like to use a lot of shrimp in mine and, after cooking, finely dice about half of them, leaving the others whole. Medium shrimp work fine. You don't need to pay a premium for large ones. Actually, small ones are fine too but are a pain to peel.
Florida Lobster Bisque
1 med. onion, chopped
1 carrot, chopped
1 med. stalk celery, chopped
2 Tbsp butter
4 to 6 lobster tails
1 can beef broth
1 cup dry white wine
1 cup cream
1 Tbsp parsley, chopped (flat-leaf, if available)
1 Pinch thyme
1 Pinch marjoram
2 cans chicken broth
1 Tbsp tomato paste
Salt & pepper to taste
Corn starch or flour for thickening
Saute vegetables in butter until limp, add parsley. Stir, then add lobster tails and just enough beef broth to keep the vegetables from burning. Stir, cover and cook over low heat until the lobster shells turn red, about 10 minutes. Add tomato paste, chicken broth and wine. Re-cover and cook 15 minutes more. Remove lobster and strain broth. Shell the lobster, chop the meat and return it to the pot, discarding the shells. At this point you may refrigerate until ready to serve. I always make mine ahead of time and finish it just before serving.
To finish, add cream, salt and pepper, and thicken a little with a slurry of corn starch or flour, mixed with water and beaten until it's smooth. If you have a good dry sherry, you may add a float (or flame it) on top. Most people don't have (and don't want to pay for) good sherry. In which case, you're better off omitting it entirely. Cheap sherry is an abomination and can't be substituted without ruining the bisque, and sherry is totally unnecessary. I seldom add it.
"I’m going to break one of the rules of the trade here. I’m going to tell you some of the secrets of improvisation. Just remember — it’s always a good idea to follow the directions exactly the first time you try a recipe. But from then on, you’re on your own." - James Beard