Eating is tricky business these days, especially eating seafood and the little yummy shrimp is at the center of so much angst. I stay away from shrimp, except on rare occasions I will indulge in Gulf shrimp, and be grateful, and enjoy. The reasoning is simply that shrimp destined for first world countries are grown in polluted, overcrowded, unregulated conditions and farmers are destroying their natural ecosystems (typically mangroves that provide a buffer from flooding) to meet the demands of first-worlders.
If you get Gulf shrimp, which would be my preference even though they are more expensive, some sea turtles are still in danger, even with turtle excluder devices. Also, approximately five times as much bycatch is killed for every pound caught. To me, that just seems like an unacceptable amount of waste for a non-essential luxury protein source.