It is nothing like Gulf of Mexico seafood! I love everything about cooking seafood but one of my favorites is fried shrimp. My family has never put any kind of cornmeal in our batter...ugh...that is for fried fish and oysters. During the 50's my parents had a lady cook at their little restuarant in Tuscaloosa and this is the way she taught my mother how to cook fried shrimp. This lady cook became a true dear friend for many years until she died and my mother never once fried her shrimp any other way. I guess when I go to restuarants I personally don't like shrimp fried in cornmeal.
You will need several bowls. One bowl for flour and one for egg and milk. Use a fork and mix egg and milk together. Once the shrimp have been cleaned, place them in the egg/milk mixture and then cover them with flour. Drop in hot oil. I usually make sure the oil is really hot before placing them in it. You must have enough oil to cover the shrimp (deep fry). They should float to the top or when they become a golden brown take them up drain on a paper towel. Salt and pepper to taste.
Note: I sometimes salt and pepper my egg mixture and flour mixture. This is optional. I leave the tails off too. Some people like the tails on and that's ok but we totally clean the shrimp and split them down the back to devein them. Hope you enjoy!