Peel and devein the shrimp, leaving tails on if desired
Pat the shrimp dry
Toss shrimp with olive oil, salt, pepper, garlic, and lemon juice
Preheat the grill to medium-high heat
Thread shrimp onto skewers or use a grill basket
Oil the grill grates lightly
Place shrimp on the grill in a single layer
Grill for 2 to 3 minutes per side
Flip once when the shrimp turn pink and opaque
Remove shrimp as soon as they are cooked through
Serve immediately with lemon wedges or sauce