Clams, oysters, mussels, and scallops should be alive when you buy them. That means the shells will be tightly closed or should close when you tap them. You can store them in the fridge in a container covered loosely with a damp cloth, but don't store them in water. The shells will open during cooking (discard any that don't). Steam for 4 to 9 minutes or boil for 3 to 5 minutes after the shells open.
Eating shellfish raw (think oysters on the half shell) or less than well done is risky business. They may harbor bacteria, viruses, and parasites, all of which are killed by cooking.
Many large supermarkets now carry large bags of frozen shrimp, so stock your freezer. Thaw them according to package directions, and you have the makings of a fast, high-protein meal. Think shrimp stir-fry.