My absolute favorite shrimp cocktail is one I've had at mexican restaurants, and I duplicated it very closely at home.
Cold, cooked shrimp
Pace Picante sauce or fresh salsa from the deli
avocado (optional - I don't often use at home, because husband doesn't eat it, and then I'm left with most of an avodcado).
a little lemon or lime juice (also optional)
If using fresh salsa and it has a lot of onion and cilantro you don't have to add extra, same if it is tart, don't use the lemon or lime.
Basically you mix the salsa into the shrimp, making sure you have enough to cover the shrimp. Thin it with a little tomato juice (restaurants serve it very soupy like gazpacho, but I usually don't add that much). And add the other ingredients to taste. If you use avocado, use about 1/8 or less person (or figure in the fat and calories into your plan). Dice it small and stir it in.
You can spice it up with cayenne or tobasco and add a little splenda if it is too tart.
I know it's not a very precise recipe, but it is so awesome. In it's simplest form I have just mixed shrimp into deli fresh salsa. It is really good, and a nice change of pace from the horseradish classic (which I love too).