Bring a large pot of salted water to a boil
Add optional aromatics like lemon slices, bay leaves, or peppercorns
Add the shrimp and cook until just pink and opaque
Cook small shrimp for 1 to 2 minutes
Cook medium shrimp for 2 to 3 minutes
Cook large shrimp for 3 to 4 minutes
Do not overcook
Drain the shrimp immediately
Transfer the shrimp to an ice bath to stop cooking
Chill completely
Peel and devein if needed
Serve cold with cocktail sauce