Add butter and onions to a heavy sauce pan on medium heat. Optional: Saute onions until clear, about 6-8 minutes.
Add flour and quickly mix while on medium heat. This will be like dough when it's completely mixed.
SLOWLY add milk a little at a time, mixing quickly until smooth after each addition until all the milk is added.
Stir consistently over medium heat until thickened, usually about 5-10 minutes.
Add salt and pepper to taste. (You can also add shredded cheese, if you like. But don't season until after you've added the cheese.)
Remove from heat and let sauce sit covered for 10-20 minutes before adding over your favorite veggies.