I prefer breading to batter.. I avoid batter where possible just cuz it's a pain in the *** for me (I use a deep fryer, and the home deep fryers don't have a very deep oil depth, so battered foods tend to cling to the basket)
Anyways, my method is as follows:
Soak shrimp in a seasoned egg and milk mix (usually 2 eggs, 1/2 cup milk, 1/2 tsp salt/pepper/garlic powder/onion powder/paprika/dried parsley [I love parsley it goes with practically everything]) for about 10-15 mins.
Mix 1 cup flour, 1/4 cup cornmeal, 3/4 cups bread crumbs with 1 tsp of the seasonings I use in the egg mix.
Take the shrimp out the mixture, drop them in the dry mix, shake and toss to coat evenly, then into oil until golden brown (it's pretty hard to undercook shrimp, it's pretty easy to overcook it).
Other than the flour/cornmeal/bread crumbs, I rarely measure anything, so those are just rough guestimates, adjust to your own tastes as necessary.