Shrimp cocktails are perfect for parties or as an easy weeknight treat. Watch how to make tangy shrimp cocktail sauce. You will need ketchup, horseradish, worcestershire sauce, lemon juice, sugar, hot sauce, salt and pepper. Pour the cocktail sauce into a bowl or a candy dish to make a fancier presentation. Use cooked and shelled jumbo shrimp with the tails still on. Hang the shrimp on the side of the bowl. Place it all on a few pieces of lettuce for a beautiful serving platter.