About the shrimp...
I think most know cooking shrimp with the shell and head on add the most flavor to the dish, hence steaming shrimp with the head/shell on.
But like many, I don't like to to work to much when eating, and being a chef who cooked for fine dining establishments, having the guest peel their shrimp at the table is not ideal.
I advocate you buy the head on shrimp whenever ever possible, usually Asian markets sells them, most typical grocery stores (at least around here) do not.
Peel the shrimp leaving the head on, then prior to making your dish make a quick shrimp stock to use instead of water or bouillon. You get the shrimp flavor without the hassle of peeling while your eating it. Reason for leaving the head on while you cook is because the fat is in the head and has tremendous flavor. If you cant do the head on, then at least throw the heads in the stock with the shells. The stock will only take 30-45 minutes with a bit of mirepoix, this could be made ahead of time and frozen as well.
Just a couple of thoughts on shrimp anyway
I do not have a recipe for Paella, as I often say here...its not about recipes its about using good technique and learning a method and what the key point of making that dish are. Many of those things have already been mentioned here. The type of pan (to be authentic but a saute pan work just fine), the rice, the stock, saffron, the cooking time and when to add certain items. Otherwise you put in it what you like to eat. Don't like calamari, skip it and add mussels, don't like mussels, add clams, don't like seafood use chicken. Just the other day I used pork and lobster and it turn out great.
couple of things and I only say this cause I was born in spain and specialized my cooking there
if you recomended mirepoix in a stock for paella in spain you would lose your job in seconds...
and the simple reason is the stock must emulate the paella
mirepoix does not exist in spain...
no paella has either carrots, nor celery and definetly no aromatics the french commonly use for stock...
you wouldnt beleive how much celery affects flavor of a stock(well im sure you do youre a chef)!!!
one of the big differences in cuisines from around the world is how you make stocks...
so for paella use what you use as sofrito for the stock
peppers, tomatoes and a bit of onion...lots of garlic, a little bay leaf.
now for vegetable paella you can go all crazy with tons of peas, calabacines which are a type of squash, tomatoes, greens etc...
I love veggie paellas with garbanzos btw
paellas do have rules and its one of those things I often see broken a lot in many places
one thing you never do is saute ingredients and add them towards the end of he cooking process...
you can brown meats, or in lobster paellas and seafood paellas you do precook them but to get depth of flavor and color, not sautee...ever...
what ends up happening there is you end up with what looks like a stirfry with the stuff on top
you want the ingredients with the exception of a few things like mussels and or shrimp to be a part of the rice
for example fish...thats why I recomend meaty fish like grouper and halibut, they maintain their consistency and dont fall apart plus they remain juicy and chunky
one last tip is to not cut up stuff into small peices
for a chicken paella it goes without saying that everyting goes with BONE....
rabbot paella too
breasts cut in half or if breaking down a whole chicken do so and just leave the neck, feet and gizzards for broth
the whole point of cooking meats in paella is big peices and bone in, they release flavor and thicken the stock while its cooking...and this way remains juicy
I always chuckle a bit when people in the states or elsewhere complain about bone in food when they eat wings and pirme rib and the like all the time, but all of a sudden a chicken breast with the bone is the worst heresy and complicated food to eat...or paellas with whole shrimp or a whole fried fish
I know its cultural but just get over it...
I hate to say it but paella will never be a fine dining meal and if you try to make it so with the exception of a few that dont have bones like paella negra or senorito paella you will invariably make it less flavorfull, les appealing and you lose the comunal and friendly nature that paella is intended to be as a group meal...
at the restaurant btw I often make creamy black rice with aioli, and top it off with a shrimp a la plancha...always full shelled...there is a beatiful contrast of color with the birght red orange shrimp, white aioli and dark black rice
its easy to eat too! excpet for those damn complicated shells JAJAJAJAAJAJAJAJAJAJAJAJA