Preheat oven to 350 degrees.
Begin by washing potatoes, drying them, and gently pricking them with a fork on the sides. Coat each potato with vegetable oil, place on foil covered pan, and bake for approximately 1 hour.
Place the butter in a large bowl. Remove the potatoes from the oven and slice each potato in half. Gently scoop out the potato and place in the bowl. Using a mixer on high, mix the potatoes, butter, sour cream, salt, and pepper. Fold the shrimp and both cheeses into the mixture. Gently stuff the mixture back into the potato shells, making sure not to break them. Pile the mixture as high as you can on top of the potato shells. Sprinkle each potato with cheese and paprika for color. Bake in the oven for approximately 20 to 30 minutes until browned on top.