A lot of what you ought to do is going to depend on which type of shrimp you're interested in keeping. If it's a durable species, like most neocaridina (cherry, yellow, blue pearl, rili, and a few others), amano, or ghost shrimp, you don't have to be particularly careful about the water parameters. If you're keeping more sensitive species (crystal red, tigers, and a bunch of others) you need to make sure that you've got water that they can live and breed in. If you want to keep super finicky shrimp (most sulawesi, newest-most-shiniest-breeds-from-Asia, and others) then just light your cash on fire and save yourself the time and distress. (I'm only mostly kidding with that one, and you can always mail the cash to me instead of burning it...)
If you are using the water from your tap, you'll definitely want to find out what is in it before deciding on the type(s) of shrimp you want to keep. That means testing its pH, GH, and KH. If you have a municipal water supplier, you might be able to find out more about the water's contents from your water company as well (they're legally required to give you certain information annually, and you can often find out quite a bit more by asking nicely.) Once you know those values you can decide which shrimp will live in your water and pick from those, or you can go with RO water from a grocery or pet store (though this requires more steps in reconstituting the excessively 'clean' water into something that shrimp want to live in.)
Another major consideration if you live in Vegas (not entirely sure from your location) is temperature. Many of the more sensitive shrimp species require cool temperatures, 75F and below. If your place is substantially hotter than that for long, many of the caridina species are off limits or require supplemental cooling.
Finally, I'd like to second the recommendation that you be sure to cycle your filter and to really know what that means before getting anything other than plants in the tank. Google "fishless cycle" for more info. It takes a while to do but the livestock will be much stronger as a result.