If you don't care for cocktail sauce, you can add a TBS or 2 of finely minced scallions, greens included, and a bit of fresh garlic finely minced. I've also used fresh basil, finely chopped, when not using cocktail sauce. All have been very good. Experiment with whatever spices you enjoy. The cream cheese and shrimp is a very tasty combination. Cream cheese is very fun and versatile for a great snack. I've served blocks of cream cheese with hot pepper jelly poured over them and crackers...very yummy!
Finely chopped ham, or a can of deviled ham, and cream cheese also works very well together. Mix in a bit of pickle relish and you have a great sandwich spread.