Just start with a basic roux
http://www.bbc.co.uk/food/recipes/database/rou xthebasicwhitesau_13035.shtml
and throw in whatever you think appropriate.
For a mustard sauce you can choose whichever type of mustard is likely to give the required result. For a strong sauce to go with, say, beef or venison, I'd opt for good old Colman's English mustard. For a subtler sauce, to go with chicken, Dijon mustard might be more appropriate.
To bring out the flavour, I'd add some freshly ground black pepper and perhaps a dash of salt. I'd probably stop there for a first trial but, when making the sauce again, I'd be tempted to try out the effect of adding either a citrus tang (with lemon juice or, possibly better, orange zest) or a hint of sweetness (using honey).
If you're feeling more adventurous, try this:
http://www.bbcgoodfoodme.com/bbcGF/recipes/Def ault.aspx?v=1&rID=1466
Chris