My preferred method is using corn starch because I find it is the easiest way to create a thicker sauce without changing the taste of the sauce.  But another easy way to create a thick sauce is by adding mashed potatoes or even mashed sweet potatoes. Another of my favorite things to add for a thick consistency is grated cheese or cream cheese. Some other easy methods are to mix in a little bit of pasta water, all purpose flour, or egg yolk.