Great idea! We do it fairly often. Of course, our favorite is Shrimp, Corn & Potatoes. I'll throw a few crayfish and maybe some whole crabs in once in a while.
Here's how we do it.
Bring water to boil.
Add seasoning (we use the bag type).
Add Potatoes and Corn (if I'm doing crabs I add them now too).
If I'm doing Sausage, Turkey/Chicken or Lobster I add them when the potatoes are about 1/2 done, like Bulldog said.
Wait till the potatoes are done and add the Shrimp.
Potatoes and Corn take the longest to cook.
Meats take second longest.
Veggies take less time unless you're wanting some carrots. They take about the same as the meats.
Most people don't realize it but Shrimp take the least time to cook. 5 minutes is all they need. Sometimes even less. As soon as they START to turn pink take them out of the water. They continue to cook so they're plenty done. If you cook them too long it makes it a lot harder to get the shells off them. The shell will stick to the meat.
Now I'm hungry!

You're making me wanna go get some Shrimp this weekend.