How to Make It
Combine 8 cups water, salt, and baking soda in a large bowl, and stir until salt and baking soda dissolve and water is clear, about 1 minute and 30 seconds. Add shrimp and ice. Chill 1 hour. Remove shrimp from brine, and pat dry. Discard brine. Chill shrimp until ready to cook, up to 1 hour.
Preheat oven to 400°F. Toss shrimp with oil and black pepper, and spread in an even layer on a large rimmed baking sheet. Roast in preheated oven until heads are just opaque, about 12 minutes. Transfer to a platter, and serve immediately.
Try this method with any size shrimp cooked any way.