The three main categories of roux are;     

1.  Light roux (often referred to as a "blond" roux)

2.  Dark roux (a deep brown color)

3.  Medium roux (golden brown)

Each different color is attained by how long you cook 
it.  You will develop certain preferences for the darkness of the roux 
and often the recipes will call for a light or dark roux.

BASIC DIRECTIONS FOR CREATING A ROUX:  In a frying pan (a cast iron 
skillet works the best), melt 1/2 cup of shortening or use 1/2 cup of 
cooking oil.  For a truly authentic and full bodied flavor, make your 
roux with fresh bacon grease (on those occasions when arteries don't 
matter so much!).

After melting the shortening or grease, slowly add 
1/2 cup of flour.  Stir the mixture until it is smooth and creamy and 
continue cooking and stirring over a medium high heat for five minutes. 
Reduce the heat to medium and continue cooking, stirring to keep from 
sticking.

For a light roux, heat about 10 minutes more; for a darker 
roux, about 15 minutes. The rich reddish brown color is easily 
recognizable.   If you have pan drippings from a roast or other meat, 
add it in and keep cooking.

When a recipe calls for making a roux, the 1/2 cup of flour to 1/2 
cup of shortening is a good starter for the roux.  Oftentimes, though, 
you will want to make a little more roux and add it to the dish if it 
is not thickening up as you would wish.