I think the best recipes start with knowing the basics behind sauce making. Here's an article I wrote on it a few years back, which includes recipes for the 4 of the 5 basic sauces from which all others are made.
Basic Sauce Recipes
In the first recipe from the March 11 newsletter, the Cajun Crawfish and Shrimp Etouffe starts with a type of Gumbo Roux you could use in other recipes.
Mardi Gras Recipes
At this link, you can enter your email address to receive a copy of Pillsbury's Lobster Newburg recipe, which details how to make the basic Newburg sauce:
Lobster Newburg Recipe
Hope this helps,
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