FOR years a transplanted New Yorker living in New Hampshire has been driving all the way down to Hartford Conn., in shad season to buy shad roe. It is a lonely, boring trip, but he is addicted, he says, so why fight it?

His zeal says something about shad season in the minds of serious cooks, a celebration of spring a few notches higher than taking to the fields for the first dandelion leaves. Shad roe is so expensive that searching it out should rank with other sports of kings like polo.

Ironically, shad and shad roe are imported to this enthusiast's fish market from Connecticut; in season from March to May, the shad run--or are trucked--up and down the East Coast (and even the West Coast). But the trip's the thing, the stamp that certifies the end of winter. He wouldn't want it any other way.

Roe--the eggs of fish, most commonly still massed in the ovarian membrane, and cooked fresh--is one of the world's unique foods to savor or to loathe, depending on how you found it at an impressionable age. The rough and ready fish restaurants will coat it with flour or cornmeal and fry it to rigidity in butter. That produces grainy bites without much flavor and generations of roe-haters.

But Oriental cuisines have roe dishes we haven't even heard of. And the French know how to poach an attractive pair of roe in wine, sauce them silkily, and serve them in cocottes. They can envision roe in pastry shells on a bed of mushrooms under a thin coat of bechamel . . . or poached roe that is chilled, piled on a bed of shredded greens, masked with mayonnaise and decorated with anchovy and capers.

Most of us believe no other roe but shad exists (or sturgeon, but salt-preserved fish eggs are another matter). Yet at this very moment, North Atlantic fish markets have supplies of small haddock roe, which are oval and bulbous in a shape similar to shad roe. There is also sole roe--actually flounder--which is flatter and triangular in various pastel shades of orange-pink. According to the Larousse Gastronomique, carp roe is the best, and then follow roe of herring and mackerel. Shad roe in this culinary bible is distinguished only as being popular in the United States.

Three pieces of flounder roe can cost less than a dollar. Seasoned, dusted with flour, saute'ed in butter just until firm and finished off with lemon juice and chopped parsley, they make a lovely lunch--and they're not much more expensive than peanut butter.

Flounder roe is marketed almost all year. Haddock roe can be enormous, large enough to scare small children and roe-timid cooks. Mackerel roe is most popular in New England--small, bright orange mounds that taste wonderful. But the only way to get it is to buy the entire fish in late June and July. The supply in the fish market comes from roe-hating customers who instruct the clerk to remove it immediately and keep it from sight. The little prizes are instantly given pride of place in the display case where they linger only until the next customer comes in.

Most New England cooks take roe of any variety, blanch it in water that has been acidulated with vinegar or lemon juice, drain and wrap it for storage in the refrigerator for a few days. They then saute' it in butter and serve it on hot toast, particularly for breakfast.

The French do much the same with any roe and call it a la meunie re. This takes the saute'ed roe one step further by swirling lemon juice into the cooking butter, which gets quite brown, and pouring it over the finished dish with a sprinkling of parsley.

James Haller, chef-owner of the Blue Strawberry in Portsmouth, N.H., dips the seasoned roe in egg, dusts it in flour and browns it in butter just like everybody else. But then he flambe'es it in an ounce and a half of cognac, pours on a quarter cup of heavy cream and serves it when the cream has just come to a boil. Since his cookbook is called "How to Cook BRILLIANTLY Without Recipes," you'll get no more detail than that.

Last year during shad season, Pierre Franey, the "Sixty-Minute Gourmet" cookbook author, gave a demonstration in Boston that was to feature shad boning, a trying and difficult job. The finale would be a dish of baked shad stuffed with its own roe, a little more complicated than a la meunie re.

But the weather was terrible, and the shad up and down the coast postponed their trip inland. The demonstration had to be done with haddock stuffed with rosy flounder roe.

An enormous haddock fillet was spread with fish mousse, the roe nestled within the mousse, and topped with another haddock fillet. The whole creation was tied together like any stuffed roast and baked, sliced thickly, and served with a reduction of fish stock, wine and cream. Delicious. He only complained about the softness of the haddock flesh. The flounder roe was fine, a pale pink among the whiteness of the mousse and haddock flakes. (The recipe would be as long as your arm, but the components can be eked out of Franey's cookbooks.)

What is the roe potential in Washington beyond shad roe season that darts by so quickly? Though the shad has disappeared in the waters north of Boston, New Englanders have always had an open mind toward sea creatures and cooked whatever the sea serves forth. In Washington roe fanciers may not even dream that fish other than shad produce roe. Once they discover that fact, they can identify markets that sell whole fish, and fillet them only when the customer wants them, thus have roe to pass on. And once they learn to appreciate the roe they once ignored, they are less at the mercy of the elusive shad.