Now, I know it's been forever since I shared a recipe with you guys. And to be honest, I'm not doing it today. Consider this the precursor to the actual recipe, since you can't make gumbo without a good roux.
There are as many ways to make a roux as there is to make gumbo. Which is to say, there's a ton of them. Depending on the recipe and your own personal tastes, you may end up making a light colored roux or a stronger, dark colored roux. The process is the same for either and for every roux in-between, the only difference is in how long you cook the roux.
Instead of waxing on about the beauty of butter and flour, I'm going to send you to a link. Because I'll be honest, I can't actually tell you how to make a roux. Can I make one? Yes. Can I explain the process. Nope. So, I'm going to let the kind people over at the Food Network (I believe), tell you how to make a roux. Practice it. Study it. For next week, it will be vitally important.
How to Make a Roux