Heat the milk in a heavy bottomed saucepan over medium to medium-low heat. Stir the milk occasionally to prevent it from scorching.
In a mixing bowl, beat the sugar, eggs, and vanilla together until it turns a pale shade of ivory.
When the milk reaches a simmer, ladle in a spoonful of hot milk into the egg mixture and whisk it in right away to prevent the eggs from curdling. Ladle in half of the milk, whisking it in.
Pour the egg mixture into the saucepan and continue to heat over medium to medium-low heat, stirring constantly to prevent scorching. As you stir, you may notice a subtle change in the weight of the milk. This means you can start testing for doneness by coating the cooking spoon in cream, holding it horizontally and running a finger through the centre. If a clear line forms and it doesn't disappear, the crème anglaise is ready and may be removed from the hot element.
Once it's cooled, run it through a sieve and then pop it in an ice cream maker until it's stiff.