I know what you mean, it's always fun to play with new gear!
I do both, when I sidedrift them it's almost always with a corkie and when I'm drifting from the bank usually I don't use one.
for the same volume compared to say eggs, the coon shrimp are lighter so the amount of drag in the water effects them more. they don't usually dredge the bottom if you don't use a corkie, unless you're using a big ol hook. I use a #2 with them for drifting and a 1/0 for diver and bait.
Use a corkie if you want extra color or contrast, or leave it off if you want. both work for me.
I buy them two ways. cured from B.C. Angling post, or sometimes I buy a case of raw and cure them myself. depends if I'm being lazy or not. B.C's coons work great.