Yes, many types of shrimp are REALLY pretty but one has to be careful as to adding to a tank with other types of critters as other critters/fish may well see the shrimp as food and eat them. For instance, while there may be exceptions, I would never put any shrimp in a tank that also had cichlids. I would think that the cichlids would just see the shrimp as food.
Delicious? Yes, to humans, many types of shrimp are. Unfortunately they are also quite tasty to many fish.