No aspect of gumbo is more important than roux (pronounced rue.) It's a simple concoction of flour and fat used as a thickener. Ah, but how thick? How dark? It depends on the dish and how much love goes into it. A basic roux by Emeril Lagasse makes 2 cups which can be stored in the refrigerator up to 6 months.
1 cup all-purpose flour
1 cup vegetable oil
Put the oil into a cast-iron skillet or enameled cast-iron pot over medium heat. Sprinkle a little flour in the oil to test it. If the flour begins to bubble, the oil is hot enough to start. Add all of the flour into the oil, whisking it in - a little at a time - until all of the flour is fully incorporated.
Heat the oven to 350 degrees. When oil and flour are fully incorporated, place the pan with the oil and flour in the hot oven. Cook for 1-1/2 to 2 hours, stirring occasionally to prevent scorching. When roux is a thick, dark, chocolate color, remove from the oven and add one cup of cold water to stop the cooking. Transfer roux to your gumbo pot one tablespoon at a time to keep the proportions balanced - usually 4 to 6 tablespoons.
Chef's note: Roux can be cooled and stored for up to 6 months in an airtight container in the refrigerator. When it cools, the roux will separate. Before using, stir to blend and bring the roux to room temperature.
If you're pressed for time, Savoie's Real Cajun Roux works.