Anchovies are good on their own, they provide a unami/salty taste that doesn't need much else. I like them with mushrooms to play on the savoury tastes. Something to cut through the salt might be good too, like chilli as the other anon mentions. Honestly capers for me just gets too salty, I can't taste the sauce through all the salt. Same with olives.
But I think it's best on it's own, with something hot like black pepper/chilli oil to balance out the salt