It depends on the recipe. If visual impact is important, the large sea-water shrimps, usually called jumbo shrimps or king prawns, look spectacular and are impressive grilled. However, smaller river, bay and estuary shrimps or prawns have a finer flavor. Use them in fish stews and curries where size is less of an issue, such as Thai Shrimp Curry. Here the shrimp shells are also used to contribute to the flavor of the stock.
** Asian Recipes