A Roux is one of the most important pieces in Cajun cooking. At its most basic level, a roux is flour and some sort of oil/fat that is cooked together over heat. The idea is to cook the mixture until the taste of raw flour disappears. The color of a roux can range from white to almost black. The darker a roux, the harder it is to make. You are essentially burning the flour when cooking a roux, and many cooks have ruined their cooking with a burned roux. A lighter roux is also a much better thickener, and can often be found in gravies or sauces.
The color of the roux should be inverse to the color of the meet. If your soup or stew is using beef, a light colored roux is most appropriate. If using chicken or seafood, a dark almost chocolate color roux is a much better option. As always this is not a hard rule, but it is more of a guideline. A darker colored roux also adds a more nutty flavor to the dish.
1 cup vegetable oil
1 cup all purpose flour
1. Place a skillet on medium heat and add the vegetable oil.
2. Once the oil is heated, add the flour in small parts, whisking in each part completely. They key here is to avoid any lumps.
3. Continuously stir until the roux reaches the desired color. This can take upwards of 45 minutes. If things seem to be getting out of control, turn the heat down to low to manage the process.
The above pictures are of the roux in different stages. Depending on how risky you want to be, you can make it even darker than the above image.
Also if you ever burn a roux, let it sit. DO NOT immediately pour it down the drain. They call it liquid napalm for a reason, and it needs to cool before disposing of it.