I think it is fine to use a corky along with shrimp, but I would only use it when necessary. Menaing that the water color would have to be a bit dark, so I would use a corky to make my bait more visible.

If you are going to use a whole shrip, rig it with the claws/head facing the curve of the hook. Alot of people like to rig a spin-n-glo rather than a corky when using a whole shrimp.