i have a recipe on here somewhere for gumbo with a couple of tips.  like bama said no wrong way, well bowriter said my gumbo was too thick lol and didnt like how fast i made a roux.  i use equal parts flour and oil plus 1 tblspoon of flour.  i use a stainless steel pan and cook on medium high heat and stir like hell with a wire wisk.  takes about 20 minutes for a dark roux.  for the okra, i precook in a skillet with some oil.  kind of a quick deep fry without flour, this takes a lot of the slime out or your gumbo will be slimy.