How to eat anchovies?

I guess I should comment also that anchovies are an essential component of a real caeser salad along with raw egg. Anything else, like an anchovyless, eggless, caesar is strictly for wimpolas.

Saveur just ran a recipe for anchovies with bell peppers: http://www.saveur.com/article/Recipes/roasted-peppers-anchovies. And here are two Food52 recipes for salads that use anchovies: http://www.food52.com/blog/2566_radish_salad_with_anchovy_sauce and http://www.food52.com/blog/2367_radish_and_escarole_salad_with_anchovy_vinaigrette.

I make an anchovy butter and put a dollop on to of a medium rare steak right after it's done.

If you can find them Spanish boquerones are the royalty of anchovies. They are white anchovies that have been brined rather than packed in oil (although I do like those too). They are terrific combined with fat green olives and marcona almonds. Maybe a glass of prosecco on the side.

I make a pasta dish with anchovies, onions, roasted red peppers, olive oil. Saute onions, roasted red peppers, toasted bread crumbs, Parmesan cheese. Toss with Bucatini sprinkle more toasted bread crumbs and Parmesan cheese. OohLala! I can add recipe if requested.

I go to a good Italian deli that sells the jars of raw anchovies stored in oil and vinegar. You will recognize them as being white in color. I put on a slice of bread with a squeeze of lemon. A regular tapa item in the Med.
I also buy the more normal dark ones. They are considered "cooked". Serve the same way but very best cut into chunks and served on a Caesar - the way they used to in better restaurants.
Always buy in glass jars so you can see what you get. The tinned ones a sub standard in quality and taste.

Try making salsa verde. Pierino has an excellent recipe accompanying his Market Style Porchetta: http://www.food52.com/recipes/11439_market_style_porchetta
You can serve it with a variety of meats - chicken, fish, steak. Or it could be used on veggies.