Fresh (or even better: live) shrimp would be the preference. Try scallops, mussels (you'll have to crack these). All these seem preferable to fish. All should be fresh or live - none cooked (You probalby know that already, but some people have questions about uncooked or cooked) First choice is always live crabs
I always ask how old the seafood is. Shrimp are almost always previously frozen, unless you live on the Guld (by the way, where do you live? - makes a difference in what we might advise).
Also, be sure to remove anything not eaten promptly. It will harm water quality if you leave it.
Happy shopping!
Nancy