I must say that I've found Paul Prudhomme's fast roux method very satisfactory and quick. Basically you need a heavy pan, ideally one with slightly curved "corners" so you can get the whisk in there. Then you put in some high-heat oil, like canola or whatever, and crank the heat high. Wait until the oil is just starting to smoke, and then add half the flour (equal proportions flour to oil, generally, but at first just add about half the flour). Whisk fairly rapidly and steadily, and add the rest of the flour as it starts to smooth out. Continue whisking rapidly and steadily, without stopping for an instant. In about 5 minutes, you'll have a red-brown roux, ideal for most New Orleans-style cooking. Or go a little more or less if you want a different color.
To stop the cooking, you can remove the pan from heat, whisk fast for a minute or two, and then continue cooling by lowering the bottom of the pan gingerly into a big pan of water, still whisking all the time. Once the roux gets really thick, it's cool enough, but you can check by just very quickly tapping the bottom of the pan with your palm, and if you can do that without pain it's fine.
You can also stop the cooking by adding your minced Trinity and stirring off heat for a minute; you'll probably need to switch to a wooden spoon. Return to heat for a minute, stirring constantly, and it's done. Note that the color will get sharply darker if you use this method, because of the steam from the vegetables, so you want to go one shade less dark than you want the result.
My one strong warning about this method is that the roux gets frighteningly hot, and it sticks, so if you flick it on yourself you're going to have horrible burns. Wear a long-sleeved shirt, long pants, and shoes that don't have holes in them. Be darn sure that you're not going to have pets or children running around while you're doing this, too. You will also need to run the fan, because it generates a fair bit of smoke. But the result is that you can make roux in about 10 minutes flat.