Quick Way: Add two hard boiled egg yolks (yolk only) to blender. (I don' eat raw eggs since the scare of the late '60s early '70s.) Not afraid of raw eggs, use raw yolks. Then add all but the Salt and Pepper. Blend well. Taste. Add Salt and Pepper if desired. Anchovies are salty in their own right.
Serve with Romaine Lettuce (Classical) or lettuce of choice. I do love to add a bit of Endive or Escarole (Same thing), it has a bit of a bitter taste with crunch to the tooth.
Traditional Way: Rub Extra Virgin Olive Oil and then Garlic Cloves completely on the inside of a large or medium sized bowl which you will be adding Lettuce to. I use a folded paper towel or my fingers to do this.
Then add the two well beaten egg yolks, add the Anchovy fillets and mash well. Again mix yolks and add 1 tablespoon of Extra Virgin Olive Oil. Mix and stir well. Add Parmesan and mix again.
Add Lettuce and Toss well. Gathering from the bottom. Serve. Enjoy
Note Added 10/9/11: Typically served with Romaine Lettuce. I like to add a little Endive or Escarole as well.