Key West pink shrimp are known for their sweet and tender meat. These shrimp reside in the clean waters off of the coast of Key West and into the Gulf of Mexico. The area where these shrimp live is what makes their taste so unique and desirable. Key West pink shrimp are served in restaurants and fish markets all over the State of Florida. Key West pink shrimp is one of the tastiest shrimp you can find. Just cook them the same way you cook any other shrimp, in your own recipe, and you will taste the difference.