Preheat the grill to medium-high heat
Peel and devein the shrimp, leaving tails on if desired
Pat the shrimp dry with paper towels
Toss the shrimp with olive oil, salt, pepper, and desired seasonings
Thread the shrimp onto skewers or place them directly on a grill basket
Oil the grill grates lightly
Place the shrimp on the grill
Cook for 2 to 3 minutes per side until pink and opaque
Remove the shrimp from the grill
Serve immediately with lemon or desired sauce