To start off: what is the difference between shrimp, prawns, scampi and gambas?

There are many species of shrimp, and Wikipedia basically says: "anything that looks like a shrimp is called a shrimp".

Shrimp belong to the the Crustaceans. However, scampi are more specifically langoustines - at least, when you are in Italy. Generally, scampi and gambas are just references to large shrimp.

According to the same Wikipedia article there is quite some argument about more specific typology. So, let us look at shrimp in a slightly broader way.

Shrimp can be found in cold water, warm water, fresh water and salt water. Of all fish products, shrimp represents the largest commercial share. You could catch shrimp in its natural environment or farm them - aquaculture is the friendly name for that. When buying large shrimp, you can safely assume you are buying aquaculture shrimp from anywhere in South-East Asia or South America.

My personal preference is wild cold, salt water shrimp, e.g. the kind caught in the North Sea and elsewhere, also known as grey shrimp. These shrimp are much smaller than other varieties and have a stronger taste. These shrimp are cooked  right after having been caught and peeled at a later moment (see Concerns below).

With shrimp being the main ingredient of a shrimp or prawn salad you can vary in many ways. In the eighties it was fashionable to serve a prawn salad in a cocktail glass, with some lettuce and a cocktail sauce.

To create contrasts in a dish, generally look for crunch and opposing flavors. Recently I made a prawn salad in a filo dough shell. 

Another version of shrimp salad might combine lettuce and thinly sliced apple. Make sure you cover the apple slices in some lime or lemon juice to prevent them from turning brown.

However you make your shrimp salad, make sure you use a good pinch of freshly ground pepper. 

Serve with wasabi mayonnaise or a (homemade) whiskey or bourbon sauce.

Concerns

Most of these grey shrimp catches are shipped (by truck) to low cost, cheap labor countries such as Morocco to be peeled there and then shipped back. This sounds like environmental madness; these days fortunately an increasing percentage of shrimp is peeled by machine. The long transport requires the use of preservatives to guarantee food safety. Buying cooked but unpeeled grey shrimp and do the tedious peeling yourself would be the more responsible road!

And there is a similar concern with farmed shrimp: the labor circumstances for workers on shrimp farms have often been very poor, although progress is being made. So try and buy responsibly.