Rinse lettuce and pat dry with paper towels. Thinly slice lettuce (discarding the last couple of inches - the core). Temporarily place a paper towel in the bottom of a large mixing bowl to absorb any remaining water. Place lettuce in bowl.
Sprinkle with oregano; cover and place in refrigerator until serving time.
At serving time, add cucumber, both kinds of tomatoes, olives, peppers, capers and feta cheese to lettuce. Squeeze juice from lemon over all and drizzle with olive oil.
Season with salt and pepper to taste, then gently but thoroughly toss to combine. Mound onto large platter and serve immediately.
Note: Boiled and chilled shrimp may be added for a special treat! The lettuce can be prepped earlier in the day and stored in the refrigerator. The cucumber, tomatoes, olives, peppers, capers and lemon can also be stored together in a covered bowl until serving but keep the feta cheese separate as it has a strong flavor. Amounts can be adjusted to suit your taste.