[sunmiztres]

Yes power filters are fine. Do as you said and cover the intake with a sponge so the shrimp don't get sucked up. Just wrap the sponge around the intake and attach it with a rubber band or string. People also buy what they call a prefilter. I like to use these as my intake.
http://www.drsfostersmith.com/Product/Prod_Display.cfm?pcatid=3940&N=2004+113424

 

[bulrush]

Adult shrimp are safe with a regular, unmodified power filter intake. However the filter will suck up babies. So put a panty hose or sock around the intake and secure with a plastic zip tie. I found a fine holed filter used for washing machine intake hoses. It has served me well for 24 months.