I have a friend who bought a reef lobster several years ago and never saw it - it crawled under the rocks and stayed there. You'd maybe see a claw waving around every once in a while, but that was it. He also thinks it might have been responsible for the disappearance of a couple of fish. Shrimp won't be safe either.
When he recently took his tank apart to move it, he finally caught the bugger and dropped it into a smaller tank - where it promptly disappeared under the rocks.
It might be good for a specimen tank, but if you insist on going through with the purchase you might want to think about arranging your rocks in such a way that you'll be able to get a glimpse of your investment every once in a while.