Generally speaking, a roux is a mixture of fat and flour that gets cooked together and is used to thicken sauces and stews. There are four types of roux, depending on how deeply colored it becomes while cooking, from light to deep bronze. In gumbo, the darker, the better. A good gumbo roux is a labor of love that takes patience, but it's so worth it for the depth of flavor that it will bring to your dish.