Briny, faintly spicy pickled shrimp are a staple of Southern cuisine. In this Georgia-inspired version from Hugh Acheson's A New Turn in the South (Clarkson Potter, 2011), frozen raw shrimp are a fine substitute for fresh. As Hugh notes in his comment below, if the shrimp remain covered with oil, they'll last for "a good week in the fridge. The longer they sit in their pickle liquid, the picklier they get."