The joy in a good Caesar is the combination of texture and taste and, for those of us who love all things salty, the pleasure of eating anchovies with cheese. A well-made Caesar involves whole leaves of romaine dressed with oil, garlic, lemon, anchovy paste (or Worcestershire sauce, made from anchovies), and either raw or coddled egg. The best among them are topped with anchovies, homemade croutons, and one or more grated or shaved hard cheeses, and the best example of this special combination can be found at Alexi. Its dressing is both sweet and tangy with lemon and its cold plate piled high with shiny romaine leaves, drizzled with an anchovy-rich dressing, and showered with Parmesan. And, as with any good Caesar, anchovies are a given — so be sure to tell your waiter if you don't want them.