Budgie's method of using a 3/0 hook works but I prefer to fish them on a "mount" that I make myself from lawn mower/strimmer cord. That red stuff that whirls round and cuts the grass. These are two inch bits cross cut for a point and the other end flattened with hot pliers then having a hot needle passed through it to form an "eye". This is slid down the line like a needle going in tail first right through the body to just behind the head of the shrimp. The hook goes in from underneath the head with nearly all the hooks gape sticking out above the head. Pretty much the same hook presentation when using soft plastic jigs. This way, much like Budgies method, the shrimp is presented in its "natural" shape.
Some people might not realise this, but the cooked pink coloured ones you normally buy from the supermarket etc are NO WHERE near as good as the ones that are sold for salmon anglers. Not the brightly coloured dyed ones but the natural coloured ones that are salted in a brine solution. These last for ages in the packet and are obtainable from any decent tackle shop that sells game fishing tackle. I use these myself but also obtain un-cooked shrimp and prepare them myself.
These baits are fish nailers when fished in weir pools and white water run offs below. The rig couldn't be simpler. A running drilled bullet from just over an ounce-two ounces on the mainline with a plastic sleeve inside the bullet to protect the line. This runs down to a rubber bead, swivel, hook length with the plastic (strimmer cord) mount and lastly hook. Any wide gapped hook will do in size 4-2.
When fishing weir pools I cast on top of the weir and let the rig trundle over the weir down into the pool below letting the weirs current take the bait around in the pool naturally because very often this is where your quarry will be lying. White water run offs are fished by casting upstream and letting the bait roll down in the current. A few casts and a few takes will soon let you know where the fish are lying. The secret to success lies in the shrimps presentation and fishing with those natural coloured salty baits. Keep a good grip on that rod though as the takes are mostly rod wrenching affairs!
Regards,
Lee.