I have kept pistol shrimp and shrimp gobies for almost 5 years now. I have only had problems with the shrimp ONCE, and to this day no one believes me. I had a hi-fin banded goby and a tiger pistol. The smaller gobies and smaller fish in the tank kept disappearing. I would add a 4 firefish, and one would disappear a week. I would add a small pseudo, and after a few weeks, nothing. Never found a body. I went through maybe a dozen small fish like this until I got a nano and pulled the tiger and shimp goby out. Since then, I have NOT had any problems with missing small fish. Stuff dies every now and then, but for me EVERYTHING would just go missing if it was arround an inch or so long.
That tiger lived for about 4 years, in fact he only passed away a few months ago, and he was HUGE! I got another tiger for another nano, and I had no issues. I also got a randali for my 2 1/2 gallon and he is fine with my 1 inch red head goby, which is NOT a shimp goby, but they will share a burrow for a few minutes at a time.
These things are so cool to watch. I can think of no better animal to keep your sand stirred up in your tank - so if you have a deep sand bed and don't want it stirred up I would not get one.
I would recommend these things for the nano tanks, as they are really hard to find in a larger set up. If you have a lot of rock in there you will probably never see the shrimp, and they are nocturnal and do most of their moving arround in the middle of the night.