I agree, I like to cook the flour as well. But I also find that monkeyboysmum's cheese sauce recipe is amazing although the flour is not cooked. However, for that particular recipe I use cornflour rather than ordinary flour - a tip from the great man himself, Heston Blumenthal. Basically you grate the cheese first and then mix it with the cornflour and then return to the TM. It certainly does alter the texture - more silky.
JB