With such a rich and creamy dish, shrimp and grits tends to call for something a little on the tart side as a good complement, such as a salad with a vinaigrette dressing. As an alternative, sautéed collards or mustard greens are a natural fit. Also, a green been salad with a vinegary dressing, maybe topped with diced tomatoes -- or just about any type of picked vegetable on the side would be a nice pairing.