Shallots Web

The best way to make veggie stock, I find, is to go with the vegetables you really like and roast equal amounts of them in a metal or glass pan coated with olive oil for about 1 – 1.5 hours at 350 F. 

The best combination I know is as such:
2 leeks (one if very large), halved length wise and cleaned, using a good portion of the green tops, but not all (too awkward)
1 large onion, halved
3 large carrots, broken into 3″ pieces (more, if you want it sweeter)
3 ribs of celery, broken into 3″ pieces (use leaves, too, if you have them)
1 head of garlic, left whole
3 large tomatoes, seeded (optional)
I just toss them around in the oil a little bit before sticking them in the oven, then check every 15-20 minutes to see how they are doing and to stir them up a bit.  Basically, you want them to be nice and brown without any burning. 
Once you have the vegetables nicely roasted, carefully pull them out of the oven and dump them into a large stock pot to which you have already added:
2 bay leaves
a few sprigs of thyme
a handful of parsley sprigs
15 whole peppercorns
5 whole cloves
Then, cover the whole thing with hot water by at least an inch – more if you have time to simmer the stock for more than an hour – and bring to a boil, then reduce heat to low and cover, stirring every so often to help release the flavors in the vegetables. The longer you let it cook, the better; three hours is the ultimate.  After that, you just strain the stock through a fine sieve and there you have it!  It stores forever in the freezer and lasts at least a week in the fridge.

Of course, you can add or subtract any number of the seasonings here to adapt the recipe for your use of it.  I usually leave salting the stock until the end, as I tend to over-salt if I don’t wait until it is finished and all of the flavors have had a chance to come out…=)  I get impatient.