Should I leave tails on shrimp in baked dish?

I don't see it as that much work for the diner. In fact I personally prefer the heads on too because some really tasty stuff comes out when you separate the heads from the body.

A lot of people leave the tails on because there's a heck of a lot of flavor in them, but I say go with preference -- it is your dish, after all.

I wouldn't. Too much work for the diner.