Should I buy cooked shrimp or raw shrimp, which is healthier?

If you buy raw shrimp you still have to cook or steam them in some way to avoid salmonella. Shrimp constitutes 58% of salmonella violations according to the US Food and Drug Administration. When you consider that, unquestionably cooked shrimp is healthier.

http://www.ers.usda.gov/publications/aib789/aib789-7/aib789-7.pdf