I use Paul Prudhomme's technique, max fire until the first whif of smoke comes off the oil (about 5 min.), dump in the flour and stir like crazy, lower heat, brown the the darkness you need for the dish you're cooking, and drop in the diced onion to cool it down. I enjoy this, take about 20 min., and I have a glass of wine or a beer. This is the best part of making gumbo, I can't imagine buying roux...
Ya know - I have a buddy that refuses to even buy a rice cooker because he feels like that's cheating too. I don't share that view. Every self-resepecting cajun should be able to prepare (and not burn) a good dark gumbo roux just in case there's ever some sort of cataclysmic disaster that requires more gumbo than the jars can accomodate, but once you've got your roux badge, save your time and skills for more fulfilling tasks. Grew up on Savoie's (love it), Stock up on Richard's whenever I go home (best I've had), and can buy Bootsie's (made in Broussard) here in Austin and it's great too.
