Another good way to serve caviar is on a baked potato with sour cream - just bake the spud, let it cool just a bit, break it open, dollpp on some cream and a good mound of caviar and you've got something fit for the gods. Anahootz is right about metal utensils, though - silver and iron react with the caviar to give a nasty metallic taste. Use a glass or horn spoon - or plastic, come to that.
If caviar's out of your price bracket (and in the UK it usually is), salmon eggs are a cheaper alternative. Or for the bargain-basement approach, try lumpfish roe - most delis have it in little glass jars. It's excellent on scrambled eggs (as, indeed, are anchovies, which go to make Scotch Woodcock, one of the great savouries and a good rival to Welsh Rarebit).