Shrimp heads.

Wow, wssmom, I'm honored that you found my recipe. I usually also take the heads and shells and make shrimp stock--I usually do that as a base for gumbo. Here's an easy weeknight gumbo recipe: http://www.food52.com/recipes/3528_shrimp_gumbo

I made a quick stock when I tested this fabulous recipe also: http://www.food52.com/recipes/3759_shrimp_and_grits_style_risotto

I've also been known to stockpile them in the freezer till a rainy or snowy day when I'm in the mood to make stock. (Sometimes there are more shrimp shells/heads and chicken carcasses than food in there.)

You've definitely already done what you were going to do with your shrimp, but for next time.....I usually try to use head-on shrimp in my paella because it adds such great flavor. I also get them for my shrimp bisque so that I get even more flavor into the shrimp stock.

(For anyone who's never made their own stock, you just take the shells and heads off your shrimp and boil them in some water with maybe a couple pieces of onion, carrot, and whatever herbs you're using...it makes all the difference in the world to use fresh over canned or boxed stock.)

I love the heads-on shrimp at Pascal Manale's in New Orleans, drbabs has a couple of recipes for barbecue shrimp that invokes this:

http://www.food52.com/recipes/4140_georgas_barbecue_shrimp_barbaras_barbecue_shrimp