I just pull the tails off, and +1 to reds comment, you probably wont catch a monster on shrimp but last night I caught 12 channel cats on shrimp from Kroger amd maybe half were keepers. the biggest cat i have caught on shrimp was 7 3/4lbs
like everyone else is saying.... shrimp!!! is awsome and live/cut shad is good too, also i hit up the lake about an hour before sun goes down and fish all night. usealy do quite well! good luck to ya buddie