hmm...big question. There's a time and place for roux, reduction, buerre manie and monte, other starches and so on. Roux based sauces tend to be "heavier" on the tongue-but is that a bad thing? Not in many applications, yes in many others.
You can read Escoffier and others re: classical sauces but there is no definitve now days IME. What is your end result? What style of cuisine? Many "modern" sauces rely on reduction-that won't work for a gumbo or a bechamel though....Do what works for you-experiment. If it works don't worry
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That didn't clarify a thing i'm sure. for the home cook there are a few books on sauces out there, James Petersen's comes to mind first. Good luck and have fun.