Plain flour.
Measure out equal amounts of flour and butter. Melt the butter and then add the flour and keep stirring for about 2 mins. Add some milk and keep stirring, it will go clumpy but just keep stirring, then add some more milk, it will probably go clumpy again but keep stirring, everytime it comes to the boil add more milk until you get the consistency you want. As long as you keep stirring the lumps will go. Then add the cheese and season.
I don't season before the cheese because sometimes cheese can be a bit salty.