The key to silky, lump-free white or cheese sauces is low heat and frequent stirring. Follow these tips:
When you add the flour to the melted butter, be sure to keep the heat low so the butter-flour mixture doesn't cook too fast and form lumps or burn.
Add the cream or milk slowly, stirring constantly with a whisk or wooden spoon. If you like, heat the milk or cream slightly before adding it to the butter-flour mixture to help it mix in more easily.
If your finished white sauce is destined to become a cheese sauce, shred the cheese or cut it into small cubes. Add the cheese a little bit at a time, with the heat on low or turned off. Low-fat cheeses, in particular, require this treatment to melt into the sauce.