Many people enjoy cocktail sauce, but are not sure what goes well with it. In general, most seafood goes well with cocktail sauce. This includes shrimp, crab, lobster, and even salmon. If you are looking to add a bit of a crunch to your sauce, try adding some fresh chopped parsley. You can also add a bit of lemon or lime juice to give it a bit of a zing. If you are looking to add a bit of heat, …