Combine the ingredients for the brine in a large skillet or dutch oven.
Heat to almost boiling over medium high heat.
Add the shrimp, cover, and remove from the heat.
Allow to stand for a couple minutes until the shrimp are cooked through. They will change color and turn opaque. Stir once or twice while standing to make sure the shrimp on top get submerged completely in the hot brine.
Meanwhile combine the marinade ingredients in a large mixing bowl. Transfer the cooked shrimp and the remaining brine to the bowl and stir well to mix.
Serve as soon as cool enough to eat, or chill for two hours, then remove the shrimp and reserve the marinade. Avoid leaving the shrimp in the marinade for longer than two hours as they will become rubbery.
To serve, arrange the shrimp, onions and lemons on a platter and spoon some of the reserved marinade over top. Don't forget to provide a small plate or bowl for the shells.