Peeled and deveined shrimp are now available at most markets. You will save a considerable amount of prep time by purchasing "P and D" shrimp instead of those that need to be peeled and deveined. Choose your chile depending on how much heat you can tolerate. I love heat, so I would go with a habanero chile seeds and all, about the hottest there is, for this. For a milder dish, choose serranos or jalapenos and remove the seeds before chopping.