My stepmother is a cajun, and we had gumbo every Sunday for dinner when I was growing up. I cook it pretty often now. It's sort of comfort food for me and my family. I don't really go by an exact recipe, but here's basicly what I do.
1 cup canola oil
1 cup self rising flour
1 cup chopped onion
1 cup chopped bell pepper
1 cup okra, sliced in 1/2" pieces
1 lb. of andouille or other heavily smoked sausage
5 or 6 pods of garlic, crushed
Chicken stock or seafood stock
Tony Cachere's Cajun Seasoning (I use the spicier version)
5 lbs large shrimp (heads on)
Green onions for garnish
Make a roux with the flour and oil by mixing the two in a heavy pot over medium heat, stirring constantly until it turns the color of an old penny. It's easiest for me to use a whisk, and the bottom of the pot really needs to be flat and heavy. It's very important not to burn this. When the roux reaches the right color, add the onions, pepper, okra, sausage, and garlic. Saute together until the onions are clear. Add about a quart of stock. You can adjust this amount to make your gumbo owever thick you want it, or to feed more people. Bring to a slow boil and simmer for 30 minutes or so. Season to taste with Tony Cachere's seasoning. Peel and de-vein shrimp. Keep the heads and shells to make stock with for your next gumbo. Add shrimp about 15 minutes before you are ready to serve. Serve over rice and garnish bowls with green onions.
You can use crabs, oysters, crawfish, or just about any seafood. This is about the best way to cook chicken to me, as well. As with most cajun dishes, you can taylor it to suit your tastes however you like, for instance, I like mine a little thicker than most, so I start with twice as much roux.