II've made this one and it's great.

Rum Glazed Spicy Shrimp - magothyrivergirl
(recipe from my local grocer's ad that was featuring Key West Pink Shrimp)
2 1/2 lb shrimp
6T light Rum (4T + 2T)
2T fresh Key Lime juice ( I have also used regular limes)
2 T olive oil (see note)
3 garlic gloves, minced
1/4 tsp red pepper flakes (I use more)
1/4 tsp salt
1/4 cup packed dark brown sugar
1T cider vinegar
Peel shrimp, keeping tails intact. Place in bowl with 4T of rum, key lime juice, oil, garlic, red pepper flakes & salt. Toss to coat throughly. Cover; marinate in frig for 30 - 60 mins.
In small bowl combine brown sugar, vinegar,& remaining 2T rum. Stir.
Thread shrimp on skewers. Lightly brush with brown sugar glaze.
Grill over med - hot fire about 3 minutes per side, brushing w/ additional glaze until shrimp are opaque.
Note: For more zing I use 1T olive oil + 1T hot chili oil

This one from Sol is excellent, but you don't brush on a glaze,

Grilled Tequila-Chipotle Shrimp
2 tablespoons canned chipotle chilies, en adobo
4 garlic cloves
2 tablespoons Tequila
2 tablespoons fresh lime juice
2 tablespoons olive oil
½ teaspoon salt
Freshly ground pepper, to taste
2 tablespoons chopped Cilantro leaves*
1½ lbs. large shrimp, shelled and deveined
Prepare a medium-hot fire on the grill or use grill pan.
Combine chipotles, garlic, Tequila, lime juice, olive oil, salt, pepper and Cilantro in a food processor; process until mixture is puréed. Put the shrimp in a heavy-duty plastic bag; add the marinade and let stand for 20 minutes.
Grill shrimp for about 3 minutes, then turn and cook another 3 minutes, or as soon as they turn pink. Recipe courtesy: Jacqueline McMahan.

Btw, try grilling a couple of limes, along with the shrimp.

Sol

This one is really good it is from Emeril
2 pounds large shrimp, peeled and deveined, with tails attached
1/3 cup olive oil
3 tablespoons fresh lemon juice
4 garlic cloves, crushed
2 bay leaves
1 teaspoon thyme leaves
1 teaspoon ground coriander
1 teaspoon Creole seasoning
1/2 teaspoon freshly ground black pepper

Combine all the ingredients in a large bowl and toss well to coat the shrimp evenly. Cover and refrigerate for 1 hour. Grill the shrimp over a hot fire until pink and slightly charred, about 2 1/2 minutes on each side.

wow all three of those have been printed and will be tried, I think I will go for the rum glazed this weekend. Thanks for the help!

Melissa