Beets are perfect pickle fodder, and roasting them with shallots and tarragon wine vinegar (easily found at most megamarts), makes all the difference. This recipe first appeared in Season 6 of Good Eats.
Toss the beets with the shallots, rosemary and olive oil in a large bowl. Wrap in a pouch made of heavy-duty aluminum foil and roast until a paring knife can be pushing into the beet with minimum resistance, about 1 hour. Discard shallots and rosemary.
Remove the skin from the roasted beets and thinly slice. Divide the sliced beets between two 1-quart jars, alternating layers with the onion.
Boil the vinegar, salt, sugar, and water in a 2-quart saucepan. Remove from the heat and pour over the beets. Tightly lid the jars and cool for 2 hours at room temperature. Place in the refrigerator for at least 3 days before serving. Pickled beets can be stored in the fridge for up to a month.