One refinement of valmarg's method is to chill the brine. Not sure that it makes a huge difference though. I think the best results can be down to the shallots themselves - they really do need to be "cured" before using. I think thats the right term but to explain, they need to be nicely dry, and very firm to start with, I'd say that, like when preparing for storage, they need to be laid out in a dry airy place for at least 3 weeks, longer if possible, before you start to work on pickling them.