Q: Do I have to remove the dark vein when I'm cooking shrimp?A: Don't worry about the vein in medium and smaller shrimp. In larger and jumbo shrimp, when the vein really is large, remove it. If you see a dark line when you look at the cross-section where the head was removed, take it out, particularly if the line is really muddy-looking. But don't worry about the vein on the underside of the shrimp. You don't ever need to remove that.
For a shrimp boil, you're cooking shrimp in the shell, and there's a neat little trick that lets you de-vein them in the shell. It's a Japanese technique. Go back to the second joint of the shell and push a skewer in under the vein, and you can pull the vein right out. It takes a little practice, but it will remove the vein whole without having to split the shell open.
Once they're prepared, don't overcook shrimp. People are especially likely to overcook shrimp with a shrimp boil, because so many other foods are cooking at once in the same pot. To avoid this, let everything else cook completely, and do the shrimp last. Everything won't taste as shrimpy, but it avoids overcooking. Or you could cook the shrimp first, take it out, then cook the other food.
I like shrimp when they're just opaque or slightly translucent. That way, they're sweeter and you don't have that rubber band experience.