Use kitchen shears or scissors to cut up the back of each shrimp, exposing the vein if there is one. Rinse out any dirt or vein with cold water. Leave the shell around the shrimp though.
When all your shrimp are cleaned, toss them in a steamer and season them well with Old Bay and optionally Cajun seasoning. I recommend using about 2 teaspoons of Old Bay per pound of shrimp. A lot of it will fall off during cooking.
Add steamer with shrimp to a pot of simmering water. The water shouldn’t really touch the shrimp if you can help it. Let the shrimp steam for about 6 minutes until they are cooked through and tender.
Serve shrimp while warm or chill over ice. Serve shrimp with lemon and cocktail sauce!