It depends on how big your tank is. My betta's never did well with shrimp either - they always go ahead and eat them either right ahead or within a few days. But they do excellent with both cory catfish and the smaller varities of plecos (I like the albino bristlenose personally, but my co-workers as a rule seem to have better luck with the regular variety, saying they're hardier). So if your tank is big enough you can always try them. They're usually a bit too big for the betta's to just harass and eat up. Although with the cories you do have to keep in mind the need for space for a school - but they're really awesome to watch swim around.
Male Bettas: Jasper (PK), Gold Dust (PK) Iced Steel (EE HM)
Other: Faith, Frankie, Sonic, Ashley & Anna (Juli cory catfish), Mr. Bristles (albino bristlenose pleco), The Shrimples (dozen ghost shrimp)