Actually, lots of people on this forum successfully keep shrimp with their bettas, including myself.
The most recommended shrimp are Red Cherry Shrimp, but they can get expensive, Amano shrimp are cheaper and are great algae eaters, and I've got Ghost shrimp which are omnivores and great all around cleaners, but they tend to be a little aggressive which I why I'm switching to Amanos soon.
Sorry for the long post, but that's pretty much what I know about shrimp and bettas! As for the bettas eating the shrimp, as long as the shrimp is big enough and out of the larval stage, the betta tends to ignore them. My smaller Ghost shrimp become snacks all the time if they leave the safety of the plants.
That's why... I'm also thinking about getting one of these!