Almost all of the major grocery stores and seafood markets sell it in some form. There are two basic varieties.
Rock shrimp are relatively small in size.
They have heavy shells with sharp spines and the intestine often has a sand or grit that is very difficult to remove. The flavor, less the grit, is very good when fresh and cooked properly, but you know that you are not eating a real substitute for the shrimp that almost everyone loves to eat. Rock shrimp are usually sold after thawing. Shell less rock shrimp are also available at a little higher cost. These are relatively tasteless at best and are usually the shrimp used for tostados by the stands and palapas that sell mariscos.