Scrub and pierce potatoes; rub with oil and salt. Place on a baking sheet. Bake at 400° for 1 hour or until tender. Cool slightly; cut a thin slice off the top of each potato and discard. Scoop out pulp, leaving a thin shell.
In a large bowl, mash pulp with the sour cream, heavy cream, garlic, parsley, horseradish and salt until blended. Spoon into potato shells; keep warm.
In a large skillet, saute garlic in oil for 1 minute. Add shrimp; cook shrimp for 1 minute on each side. Add the parsley, lemon juice, wine or broth and salt; cook 2-3 minutes longer or until shrimp turn pink. Top each potato with a shrimp; drizzle with pan drippings.
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