Heat the heavy cream, milk, vanilla bean and sugar in a medium sauce pan over medium-low heat. The longer you let this mixture sit, the stronger the vanilla flavor will be. I often bring the mixture to a simmer, turn off the heat and let it steep for an hour or so. Before you continue with the recipe, you will need to bring it back to a simmer.
Whisk together the yolks in a medium sized bowl. Remove the cream mixture from the heat and whisk a small amount of the cream into the egg mixture. Add enough cream to warm the eggs.
Once the eggs are warm, add them back into the pot of remaining cream. Use a rubber spatula to gently stir the custard over low heat. Continue stirring until the mixture starts to thicken.
When the custard seems to be getting thicker, lift the rubber spatula and run your finger through it. It is done when the custard clings to the spatula.
Strain the custard through a fine mesh strainer or chinois into a shallow dish. Cover the dish with plastic wrap and immediately place in the refrigerator.
Allow the custard to "ripen" for 6 to 12 hours for the best result. If you are in a rush, at least make sure the custard is thoroughly chilled. As you can see above that the custard will be quite thick once it has chilled.
If you want vanilla ice cream, freeze this custard in an Ice Cream Maker according to the manufacturer's instructions.