I made a deep reddish-brown roux in 10 minutes this afternoon at work. After finishing the roux, I used it to thicken and flavor a chicken and sausage gumbo for the resident's dinner.
I used Chef Paul Prudhomme's technique from his Authentic Cajun Cooking. Chef and owner of K-Paul's Louisiana Kitchen in New Orleans, he authored the booklet for Tabasco sometime in the 1980s or earlier. I found it at a local thrift store for $1.
Chef Paul heats the oil first, according to the gumbo recipes in the booklet. He then whisks in the flour. The roux smelled like fried chicken when I first stirred in the flour!
I cooked the roux on high for the first four minutes, and then turned the heat down to low when the flour started cooking too fast. There's no multitasking with this one ... stir constantly with a flat-bottomed wood spatula for best results.