Roasting the shells prior to making the stock intensifies the flavor.
Use fresh herbs if you can. If you tie them together using butcher twine it will be easier to pull them out when you're done. If you are using dry herbs, place those, along with the peppercorns in a cheese cloth bag. Bundling your herbs and spices like this is called Bouguet Garni
I never add salt when making stock. In this case, the crawfish shells may have some remaining salt from the boiling spices. You'll want to salt the final dish you are making with the stock, so you don't want the stock too salty.