Sometimes you can find shrimp that have already been peeled but the tail is left on.  This is easy, just peel the tail off.  I purchased shrimp with the head off and deveined, but the shell is still on the shrimp.  Use a colander and, under cool water, peel the shell gently.  In deveined shrimp, the shell has already been cut along the outer edge of the shrimp's back, so it's easier to peel.