Oh, you poor girl...... having to go all this time without trying soft shell crabs. I guess that's one benefit of living within driving distance of Chesapeake Bay. (Or was it just the shad roe you had for the first time?)
Anyway, my favorite preparation of soft shells is the basic one -- a very light dusting of flour and a quick saute in either butter alone or a mixture of butter and olive oil. A little salt & pepper (and maybe some garlic quickly sauteed in the butter or oil before doing the crabs), and that's heaven.
However, I have been curious about how soft shell crabs would be if prepared using a couple of Chinese sauces. In Chinese restaurants, I've had hard shell crabs stir-fried with either a ginger & scallion sauce or a black bean sauce. It always has seemed to me that these sauces go so well with the hard shell crabs, they should also go well with soft shells. If you want, I can try to locate a couple of recipes tonight or over the weekend. (Unfortunately, I don't keep any cookbooks at the office; people seem to think that makes you look less serious about your job.)
As for the shad roe, I'll be watching this thread with interest. I've had the same experience. I love the stuff. In local restaurants, the traditional way to serve shad roe is lightly sauteed with a couple of bacon strips. They must be doing something else, though (or there's some secret initiation that chefs go through when they start working for a restaurant that serves shad roe, during which the secrets of sauteeing shad roe are passed on in a smoke-filled session with drums beating), because when I do them at home, it ain't the same. One thing I can tell you - the roe has to be murderously fresh to be really good. It seems to deteriorate by the hour after being removed from the fish.