If I get some spare time on the weekend I may just do that. Its not that a roux is hard to make, its more that people view it as a quick liason or thickener. Sometimes thats all to the good. But when its a cornerstone of a process it really is worth the time to develop the flavour of the thing. For a blond roux (what I rely on most) I usually start it in a sauce pan until you get that nice nutty smell and it turns white. Then I transfer it to a bain marie over a slow water bath and pretty much just let it go until it looks more like fluffy mashed potatoes.
Two hours for a dark roux? I don't think that's out of line, unless its really nice outside and you want to get away from the stove. One thing I did try last time I made a dark roux that seemed to work really well was using well sieved Red Fife flour. I guess its a quasi-heirloom wheat from my neck of the woods that's coming back into vogue. I got a really good toasty quality from it. I can't say for sure it was the flour, or just me looking more closely for quality differences.