Hygiene is of course the most important ingredient in every kitchen. That's no different for shellfish. The great thing about these creatures is that they are still alive. So there's no need to worry about cross-contamination, as you sometimes get with chicken. The main thing is that you keep them alive and healthy. How to do that? Temperature! Always store your shellfish in the fridge and only take them out shortly before preparing them.
Premier shellfish are so well cleaned that you can actually put them straight into the pan. The vacuum packing ensures they are fresh and free from bacteria. All the same, you may feel better giving them a quick rinse. If so, use cold water.
Before you begin preparation, make sure there are no broken or open shells among them. If there are, throw them away.