Although shrimp is a relatively good source of low-fat, low-calorie protein, you must be careful about what goes on it. Shrimp that's been cooked, peeled, frozen and deveined is a source of omega-3 fatty acids, but if you add rich or high-fat sauces, it becomes a less healthy choice.

Although shrimp is available off the coasts of the U.S., particularly in the Gulf and on the Eastern Seaboard, nearly 1.5 million pounds are imported every year, primarily from Thailand, according to The Fish Site. About 75 percent of the imports are in the form of frozen shrimp, some pre-cooked, most fresh and ready for preparation.

Although shrimp is not usually high in mercury levels, it does face exposure to the toxin and should be eaten only in moderation by women who are pregnant, according to MayoClinic.com, which recommends limiting consumption to "8 to 12 ounces of seafood a week for pregnant women." To be safe, shrimp should be cooked thoroughly until it is a milky white color.

The primary difference between raw and frozen shrimp is the added salt usually used to cook the shellfish. Shrimp is nearly 76 percent water and contains very few calories. According to the USDA Nutrition Database, shrimp is high in iron and protein, and is a good source of vitamin C. Plain shrimp eaten without added sauce or breading is low in fat and contains important minerals.

One three-ounce serving of shrimp contains only 84 calories. Of these calories, most come from protein -- one serving has 18 g of protein, only 1 g of fat, and no carbs. Although 1 g of fat doesn't sound like much, the same serving of shrimp contains 166 mg of cholesterol, which is 55 percent of the recommended daily amount. Finally, this serving of shrimp also contains 15 percent of the recommended daily amount of iron.

Using frozen shrimp in other dishes naturally increases the amount of calories you'll eat. According to MedlinePlus, to avoid heart disease and maintain your weight, you should avoid frying shrimp or loading it with heavy cream sauces. Fat Secret reports that breading that one medium-sized shrimp increases the caloric count to 27 and 1 cup of butter-rich shrimp scampi is about 288 calories.