I think that the key is you need to find a brand, location, farm, type that you like. The reason they have bred most of the flavor out of the farm ones is because people want them that way (and want the fake ones too). They want shrimp that doesn't taste like shrimp.

No, I don't know why.

Without a doubt, the best I've ever had was on the dock in Oslo, the boats were cooking them as they came in and you bought it hot off the back of the boat. One of those shrimps had the flavor of a pound of pretty much everything else.

In our local markets, the fresh wild caught from the Gulf of Mexico are probably the most flavorful we can easily get, but again, there are some people who don't like them when we have them, they taste too "fishy"