Yes! Often people use normal flour etc to make their white sauce, but personally I find using cornflour much easier. Boil some milk, and also use a little milk to make a paste with the cornflour...mix, heat, add some butter if you wish, salt and pepper to taste and volia! White Sauce! :)
Corn flour is what you add to a white sauce to make it thicken.
White gravy is gravy made with milk, and is cooked in a similar way to white sauce. However, gravy is made with fats rather than butter or margarine. You will need two tablespoons of flour, two tablespoons of fat, and one cup of whole or reconstituted powder milk. The fat is melted over a medium heat, with flour sprinkled into it as it heats. It should also be stirred. The mixture should turn slightly brown, at which point you add the whole cup of milk. This mixture is then stirred vigorously until it returns to the boil and thickens into a paste. White gravy can be used as the base for cream soups and casseroles, as well as conventional gravy for biscuits, or with chunks of meat mixed into it for a main course with bread. It can also be made with margarine and flour, mixed with hot milk and adding salt and pepper.
White sauce is also known as Bechamel sauce, and is one of the five mother sauces of 'sauces meres' of French cuisine. Nowadays, It is usually made by whisking over-cooked milk into a white flour-butter roux. How thick the sauce is depends on how much milk and flour have been added.
From what I know, I think that all-purpose flour is mainly used. For a basic white sauce you need: 2 tablespoons butter, 2 tablespoons flour, 1 cup milk and a little salt and pepper. Using a heavy saucepan on low heat, melt the butter. With a wire whisk, stir in the flour. Cook on low heat for 3 minutes, stirring constantly, creating a roux. Make sure the mixture doesn't brown. Stir in the milk, whisking constantly. Cook on low heat for 3-5 minutes until the sauce begins to thicken. Season as you wish. This should make 1 cup.
Use milk instead of any other liquid.