Buy them at any grocery store in the area, put them on a rimmed cookie sheet and bake at 350 for about 15 minutes (longer if they're still frozen). Melt a bit of butter or use cocktail sauce and you'll be all set. They're so expensive at most restaurants and if you find them cheaper they'll usually serve them with margarine instead of butter and for me that is an instant deal breaker. You can also grill them on your BBQ outside, medium about 15 minutes or so. I don't recommend steaming or boiling them in your house, the smell will be overwhelming (you don't get that with baking).
Where have you eaten?
Here are some good places:
The Ravenous Pig (new hot gastropub)
Midnight Blue (tapas, great patio)
Samba Room (upscale Cuban)
Columbia (upscale Cuban)
Il Pescatore (Italian-family owned)
Zen (best sushi, also hot Asian dishes, located at the Omni resort a bit south of Disney (Exit 58 on I-4 West, turn right))
Beluga (fresh fish)
Le Coq au Vin (outstanding, reasonably priced French)
Vines on Sand Lake (unexpectedly good food, small restaurant with live music, can be loud)
These are some great places, but I would guess that you shouldn't expect the Italian or Asian to compare with what you have in New York. I'm sure we will have something you like though. DH and I have traveled all over and, with a few exceptions, generally find the best food in Orlando (maybe we are just used to it).
Great list. If you like Il Pescatore, check out Stephano's in Winter Springs at Tuskawilla and Redbug in the Albertsons and Kmart shopping center.
While Stephano opened Il Pescatore, he sold it along with the recipes several years ago. I've recently eaten at both Il Pescatore and Stephano's gets my vote, great red sauce!
I ordered a big lasagne from Stephano's for the family while they were in town from all parts of the country and they voted it the best lasagna they've had. While I don't eat meat, the seafood and eggplant dishes are out of this world, IMHO. Wonderful desserts too.
Midnight Blue is closed, it's now Graffiti Junction - open late but serves mostly burgers.
Beluga is also closed - there one day, gone the next.
Vines has moved down the strip mall a few doors to the old Jeffrey's - the place is huge!
I agree with Ravenous Pig, Normans, Il Pescatore, Bosphorous, Le Coq au Vin & Napsorn.
Haven't eaten at Samba Room, O'boys, Zen or Vines. I have no opinion on Columbia, not bad, not great.
Hi, there is a load of information about places to eat in Orlando off the boards. Check out this link as a starter: http://www.chowhound.com/topics/477263
Once you're done there, you should reply back with some more specific questions. We're always more than happy to lend a recommendation, but without knowing something more about what you're interested in, we can't really point you anywhere specific. For instance, are you looking for specific kinds of food, or in proximity to a specific location? Will you have a car to travel with?