Preheat a grill to medium-high heat.
In a small bowl, combine the chili powder, sugar, garlic powder, onion powder, salt and pepper.
Use a pastry brush to coat both sides of the peppers, onions and scallions with some of the oil, then sprinkle with a quarter of the spice mix. Pat the shrimp dry with a paper towel, then brush with the remaining olive oil and season with the remaining spice mixture.
Grill the peppers, onions and scallions until grill marks appear, 3 to 4 minutes per side. Remove to a cutting board. Add the shrimp to the grill and cook just until they turn pink and begin to curl, about 2 minutes per side. Coarsely chop the vegetables and shrimp.
Serve with the warm flour tortillas (I like to wrap a stack of tortillas in foil and warm on the grill) and sour cream, lettuce, guacamole, cheese and lime wedges.