For the three spices, I used chili powder, cumin, and a store bought southwestern seasoning mix. I would say the chili powder and the cumin are must-haves for the color and flavor, but then just add whatever else you like or have in your spice cabinet from there. If you don't have a seasoning mix that's salted, be sure to add salt and pepper.
For a variation, try frying the shrimp using the beer batter instructions in this recipe
. Takes more time, but SO good!