Shortly after I moved to the US, I heard of "biscuits and gravy" for the first time. I have no idea if we have it back home or not, but it was the first time I'd ever been exposed to it.
We were watching TV, and whatever show it was was demonstrating it. The cook lobbed a big chunk of shortening into the pan for making the gravy, and at that point... I think it was the most disgusting breakfast idea I'd ever even heard of. It didn't even really matter that I later found out that not all biscuit gravy is made like that, the idea of it was gross.
Even without that visual introduction, the idea of anything white being called gravy seemed - and still seems - really OFF to me. Gravy is supposed to be brown! Well... unless you're Italian, apparently - two of my MasterChef friends schooled me on that one. I digress...
So, I recently decided to make biscuits and gravy for my husband, but with a proper brown gravy. In my personal opinion, if you're using flour to thicken anything aside from a delicate white wine sauce, you should make a proper roux. Usually "the darker the better", too!
You see, when it comes to food... browning is flavour. Whether it's a meat, a crust, a cookie... browning your food is adding all kinds of wonderful flavours to it. Why go with a white gravy, when a brown one takes only a few minutes more? I don't get it.
So, rather than just looking at the flour as a thickening agent alone, I look at it as a way to add flavour. When you cook the flour and butter together as a roux, it turns into a rich, toasty, almost nutty flavour - it's the best way to start any gravy, really.
Now, most people recommend cooking your roux over medium or lower heat, and it can take a really long time. If you're just starting out with rouxs, I'd say caution is probably a good idea... but just as an FYI, I usually cook them on high. As long as you're careful, don't stop stirring, and have your liquid pre-measured and ready to go... I find it pretty low risk.
You may find that you need more or less milk than called for here, partially out of personal taste (we like it pretty thick, you may not!), and partially because making a roux isn't really an exact science, when it comes to thickening. As flour cooks and darkens, it loses some of its thickening power. When you first mix the butter and flour together, it will thicken a LOT more liquid than a smiliar amount of a really dark brown roux. Play around with it, and see where your preferences take you!