It depends on what kind of gravy you are making, and for what. Are you looking to make a white gravy (like the kind served with chipped beef, for example)? I personally use cornstarch because it doesn't seem to get lumpy like gravy, and I make my gravy out of whatever drippings I have (from a beef roast, roast turkey, etc.) When using flour there is some rule like you have to pre-dissolve it in either hot or cold liquid first before you add it to the pan. Maybe that is what you are doing wrong? I can't remember the exact rule, though.
