Whenever we're in Spain, Ana tries to pick up a few tins of Ortiz anchoas "a la antigua"--anchovies prepared "the old fashioned way." We have not been able to find a source for these in the U.S., and even in Spain it isn't always easy to find them (the supermarket chain Carrefour sometimes carries them), but they are well worth searching for. Of all the tinned anchovy fillets, these come the closest to the salt-packed anchovies (anchoas en salazón) served in the very best tapas bars.
You can sometimes find Ortiz's anchoas "a la antigua" in miniature packets, about half the size of the standard 50 gram anchovy tin. These are perfect for when you want to make only one or two tapas. (An open tin of anchovies in olive oil just doesn't keep very well even in the fridge, so it's best to eat them all the day you open the can).
Basically Ortiz anchoas a la antigua are first-class anchovies (you can still see bits of silvery skin attached to the fillets, just like in a good tapas bar), packed in an excellent virgin olive oil with herbs. The texture is firm. The flavor, like that of any good anchovy, is not at all fishy. At the same time, these anchovies are unique because of the quality of the ingredients, the way they are prepared, and the herbs.
While La Tienda doesn't carry anchoas "a la antigua," they do have other quality Spanish anchovies on their anchovy page.