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Sauces don’t get enough respect. A good sauce doesn’t drown the flavors, but brings them out and enhances them. There are just a few sauce recipes on this site, but day-to-day cooking often involves preparing dinner and, as you go, suddenly realizing just what kind of sauce you need to improvise for your dish. Since there is far too much to say about flavor (and most of that you’ll need to determine from experimentation), I’d like to talk just a little about technique.
If you are making a sauce with cream or egg (or other ingredients that cook or scald easily), learn to temper your sauce. This is a method to bring the sensitive ingredient closer to the temperature of the stuff already in the pot, so it doesn’t instantly cook or curdle. You do this by placing your cream, egg, milk or other sensitive ingredient in a separate bowl, adding in a small amount of the heated sauce, and whisking it in, then repeating until the bowl is considerably closer to the temperature of the sauce, before dumping the bowl into your sauce.
If you need to thicken your sauce, a small amount of flour or cornstarch goes a long way. But it can make lumps. To avoid lumps, remove a small amount of your sauce to a separate bowl, add in a little cornstarch or flour (maybe a half teaspoonful at a time for a moderate amount of sauce), and whisk it in before adding the contents of the bowl back to your soup or stew pot.
With non-cream sauces you can reduce your sauce to enhance flavor. But beware that the process can kill some flavors! It works well (and is generally needed) for alcohol-based sauces. This is done by simply raising the temperature in your pot, and whisking away while the extra water boils off.
Infusion is a lovely technique, which works especially well in alcohol-based sauces. Essentially, it involves placing your dry or flavorful ingredients (I like to use dried chiles and/or dried tamarind) and leaving them to stew in your sauce while you cook, removing them when you are done.