We can't stress this enough - this recipe is aching to be tweaked and customized to your tastes. Caponata are as different from house to house in Sicily as curries in India. Add more anchovies or leave them out - toss in fresh basil if you prefer - squirt in some lemon juice - there's not much you can do to muck this up.
Toss eggplant with some olive oil and roast at 350 degrees approximately 15 minutes. Saute onions and garlic until golden. Then add celery and tomato paste, along with a few teaspoons of water and simmer for 10 minutes. * (see below) Add capers, pinenuts, raisins, olives, vinegar, sugar and salt & pepper, along with the eggplant and cook for 20 minutes. Serve at room temperature as described above, or cool overnight for even better flavor.
*One point at which most diverge is texture. Some prefer a crunchier caponata, which is acheived by adding celery later. Others will chop the vegetables more coarsely.