The roughly 1000 known species of mysid shrimp range in size from around 2 mm to 8 cm. This group of Peracarida was formerly combined with the far less diverse Lophogastrida as the Mysidacea. Mysids are superficially similar to the euphausiids (krill). They may be pelagic (living in open water) or demersal (living near the bottom) and are found at all ocean depths. Some species are intertidal and burrow in the sand during low tides. Most mysids are omniverous suspension feeders. (Brusca and Brusca 2003)
An excellent online source on the Mysida is Gary Anderson's Peracarida Taxa and Literature website.