Bring the water, salt, and lime halves to a boil in a medium saucepan. Add the peeled and deveined shrimp and cook for approximately 2–3 minutes, depending on their size, until they turn pink and opaque. Avoid overcooking, as shrimp can quickly become rubbery. Transfer the shrimp immediately to a bowl of ice water to stop the cooking process. Once completely chilled, drain well and cut larger shrimp into bite-sized pieces if desired. If you’re using fully cooked shrimp, simply thaw them safely, drain, and chill before continuing.
In a large mixing bowl, whisk together the tomato juice or Clamato, ketchup, fresh lime juice, and hot sauce. Taste the mixture. Add a little more lime juice for extra tanginess or additional hot sauce if you prefer a spicier cocktail. Season lightly with salt and black pepper. Remember that some tomato-based cocktail juices already contain salt, so adjust carefully.
Stir the diced cucumber, tomatoes, onion, jalapeño, and chopped cilantro into the sauce. Mix gently until the vegetables are evenly distributed. Their fresh flavors and crunchy textures help balance the sweetness of the ketchup and the acidity of the lime.
Add the chilled shrimp to the bowl and gently stir until every piece is coated in the tomato-lime sauce. Cover and refrigerate for at least 20–30 minutes. This resting time allows the flavors to blend and makes the cocktail especially refreshing. For a stronger flavor, you can prepare the sauce and vegetable mixture a few hours ahead.
Just before serving, gently fold in the diced avocado. Adding it at the end helps the pieces retain their shape and prevents them from becoming overly soft. Taste once more and adjust the lime juice, salt, or hot sauce as needed.
Spoon the Mexican shrimp cocktail into chilled serving glasses, small bowls, or a large serving dish. Garnish with fresh cilantro and lime wedges. Serve immediately with tortilla chips, tostadas, or saltine crackers for scooping up the delicious sauce.