One of the best things about marinated shrimp (AKA "pickled shrimp" in low country Carolina parlance): what little cooking they require can be done well ahead of mealtime when the kitchen is cool. They're good in the refrigerator for a week, ready to add to salads, pasta, or by themselves.

This is flexible/forgiving recipe, and if you want to ramp up the amount of garlic and/or hot sauce, have at it. 

1 pound shrimp, peeled, deveined
1/2 cup mild vinegar 
1/3 cup vegetable oil
1/4 cup capers with juices  (pickled okra)
1 clove garlic, chopped fine
6 whole black peppercorns
2 bay leaves
1/2 teaspoon dried thyme 
1/2 teaspoon sugar
1/2 teaspoon  salt
1/2 teaspoon hot sauce or more to taste
A smallish onion, cut into thin slices
A lemon, cut into thin slices

Cook the shrimp, taking care not to over cook them. Cover them with water in a medium sauce pan over high heat. When they're just cooked through (they've turned pink and opaque), remove them from heat and plunge them into ice water for a minute to stop cooking. Then drain and set aside.

Add the other incredients to a largish bowl and stir thoroughly to combine.  Add the shrimp and toss to coat with the marinating liquid. Refrigerate, covered, for 24 hours, stirring once or twice during that time.