Flavored oils go well with grilled things. Here's one for shrimp
that's unusual and easy and tasty. I'd be interested in other kinds.

Use the biggest shrimp you can find but don't marinate them in
anything. Let their natural flavor prevail, with a hint of smokiness
from the grill, then drizzle the seasoned oil over them when you serve
them.

Heat 1 cup olive oil (not extra virgin -- too wimpy) in a small
saucepan, add 2 TB achiote seeds (aka annato seeds) and simmer for 3
minutes. Strain out the seeds, return oil to pan. Add a handful of
garlic cloves (six to ten), sliced, and two dried ancho chiles,
chopped, to the warm oil. Let that sit while you peel, devein and
butterfly shrimp. When ready to grill, turn low heat on under oil and
cook until garlic is soft but not browned, maybe 3 to 5 minutes.

Brush the shrimp lightly with the oil, salt, and grill quickly. Two to
three minutes, depending on size. Drizzle a good quantity of the
flavored oil over the shrimp and serve with a lemon wedge. -aem