For the slaw: Combine the sliced jalapeno and shredded green and purple cabbage in a large bowl. In a separate bowl, mix the milk, mayonnaise, sugar, vinegar, cayenne and salt. Pour the milk mixture over the cabbage and jalapeno and toss to combine. (Cover and refrigerate for a couple of hours if you have the time.) Before serving, toss in the cilantro.
For the shrimp: Heat the oil in a heavy skillet over high heat. Throw in the shrimp and cook, tossing it around, until opaque, 2 to 3 minutes. Reduce the heat to low and pour in the tomato or enchilada sauce, stirring to combine. Stir in the cumin and cook for another 1 to 2 minutes. Add the butter, then remove from the heat.
Serve the warm tortillas with the shrimp, slaw, pico de gallo, avocado slices, sour cream and pepper jack cheese, then let everyone build their own tacos. Be sure to squeeze the lime wedges over the top at the end!