In a small bowl, combine all marinade ingredients.
In a large bowl, combine all remaining ingredients and pour in marinade mixture. Toss until evenly coated. Cover an place in refrigerator for at least 30 minutes (not more than 3 hours).
Preheat oven to 400 deg. On a large baking sheet (you could use two smaller ones), evenly spread out shrimp and vegetable mixture. Place in oven and cook for 20 minutes.
Notes
You could serve this over rice or with tortillas (like a fajita)