Shrimp is very high in omega-3 which is super-nutrient severely lacking in most people's diet. Moreover, shrimp contains the form of omega-3 that can be used directly by the body - DHA and EPA. This means that most of the omega-3 that you eat in shrimp will be absorbed by the body. This is not true for vegetarian sources of omega-3 which contain ALA, which must be converted to DHA and EPA in the body before it can be utilized. Unfortunately, even in a super healthy person, ALA is only converted at a rate of 20-25%.
Shrimp has gotten a bad rap in some of the news media coverage regarding cholesterol. However, research has shown that shrimp actually raises the good cholesterol and lowers the bad cholesterol.
Wild shrimp is a bit on the costly side but in most grocery stores or meat markets, you can buy any number you want. So, if you're on a budget I suggest just buying maybe 6-12 wild shrimp. This is more than enough to reap the benefit and you can add them to a delicious stir-fry or a nice chowder or soup.