In a large saucepan cook fresh or frozen shrimp, uncovered, in lightly salted boiling water for 1 to 3 minutes or until shrimp turn pink. Drain and cool. Peel shrimp, leaving tails intact; devein and set aside.
For marinade, in a screw-top jar combine cilantro, oil, vinegar, lemon juice, jalapeno pepper, capers, and garlic. Cover and shake well to mix. Set aside.
To serve, in a large serving bowl layer sliced lemon, lime, red onion, and the shrimp, repeating until all is used. Drizzle marinade atop. Cover and chill for at least 4 hours or overnight before serving. Makes 4 to 6 appetizer servings.