Dried shrimp come in different sizes, from the miniature ones smaller than 1/2" to much larger ones bigger than 3". Because they are lightly cooked, then salted and left to dry in the sun, they concentrate their flavor intensely and deeply. They are also quite salty (continue for more information and photo).
In Mexico, you can find them in outdoor markets as well as mainstream grocery stores. Here in the US, I've found them in Asian and Latin stores. They are also easy to find online. However, go for those that have this light pale color. Don't go for the pink or red kind that seem too lump and meaty. Good quality dried shrimp should be almost flat and colorless. They have been dehydrated, so that's what they should look like.
They last in the pantry for months and months and are considered, just like dried chiles, almost a spice. To use them, they are typically soaked in water for 5 to 10 minutes, rinsed, drained, heads and legs removed and then cooked. They have an unmistakeable and unique strong flavor.