If you're looking for an entertaining shrimp, then yes, any of the cleaner shrimps are the way to go (skunk, blood shrimps). The Coral Banded shrimp is a toss up, as I've heard of them being agressive, but I don't know what the extent of that is, and I imagine that they're usually docile and good reef inhabitants.
The only reason I've ever seen someone knowingly purchase a peppermint shrimp is for Aiptasia control.
Granted, the Peppermint shrimp, Camel shrimp, and other "Dancing Shrimp" do make great displays, however they are just finnicky as to how they'll behave in a reef tank. Their dancing motion is certainly beautiful.