Depending on the kind of gravy you are making you may need different tools.
For country gravy I use a cast-iron skillet, bacon grease, flour and milk. You can use sausage instead of bacon ... but I really prefer the bacon grease.
Get the grease really hot, and sprinkle a little black pepper on it. Not too much.
Then sprinkle the flour on. It should bubble and sizzle quite a lot.
Using a metal spatula work the flour around the skillet until it's all incorporated into the grease. Do this for a while -- but don't burn it.
Add a cup or two of milk and STIR CONSTANTLY until it comes to just UNDER a boil.
Then turn the heat down. Keep stirring it until you can't stand it anymore. The longer it cooks the better ... sort of. If you go too long it will be too thick.
Gravy is one of those things that can take a while to master.
For chicken and other meat gravys you can follow the general principles above. Bacon grease (or butter) and flour. Instead of milk you add the juices from the meat -- or both if you want a creamy gravy. You can add wine as part of the liquid in beef gravy. I don't add pepper to chicken gravy, but I do for beef gravy. Other spices will depend on what you used on the meat. You may also need to add salt if the bacon wasn't very salty.
The key is getting the flour to incorporate with the grease to make a roux; THEN add the liquid. Once you add liquid you can't add anymore flour. It's also VERY difficult to get flour to incorporate into a liquid because it tends to clump. You have to cook it in the grease first and then add the liquid to it.
Bacon grease is a good fat to use because you can get it pretty hot before it starts smoking, and if it DOES start smoking you can just cool it off and it won't taste bad (unless you REALLY burn it). Butter can scorch very easily, but if you pay attention it makes a great base for roux.
They're both "bad for you" -- but hey, we're talking gravy here. Nothing good for you in that at all.