These days, local supermarkets are stocked with a variety of healthier thickening alternatives to all-purpose flour that won't break the bank -- and might even cost less. Starches are a great option and there are many to choose from. Some do an even better job than flour as a thickener, and you won't have to use as much. Most starches are also gluten-free and perfect for those with restricted diets.
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Tapioca starch, also called tapioca flour, is a sweet, gluten-free powder. When baking fruit pies, you might opt for instant tapioca pearls or beads. The juice that will cook off from the fruits will be absorbed by the pearls, creating a nice thick sauce instead of a runny pie. Tapioca pearls are also good for gravies. Some suggest against using instant tapioca pearls because it may end up leaving little globs in your pie, but ultimately, it's up to your flavor and texture preference. You will want to use small pearls, not large, or you will certainly end up with unabsorbed pieces of tapioca in your dish.
Cornstarch is a conventional all-purpose and gluten-free choice, used in everything from sauces and gravies to desserts. Cornstarch gives baked goods a soft texture and added structure. For sauces and gravies, do not add cornstarch directly to the hot liquid or it will clump; create a slurry with a bit of cold water then add it little by little to the liquid. Cornstarch also does not mix well with acidic ingredients like wine or sour cream -- arrowroot would be a better choice.
Arrowroot is a gluten-free, virtually tasteless option that is best used for non-dairy-based sauces. If you plan on making enough sauce to save and freeze for later use, arrowroot will be your best alternative as it does not break during the freezing and thawing processes. Do not overheat arrowroot during the cooking process or it will lose its thickening agents; use this one for foods that will be cooked on low and promptly removed from the heat. The drawbacks for arrowroot are its price and availability -- you will pay more for arrowroot and it may not be as easy to find.
Not to be confused with potato flour, potato starch is a clear, tasteless and gluten-free powder with low fat content. It is also the only starch acceptable for use during Passover being that it is not grain-based. Potato starch is good for use in sauces, soups and stews. Even though it can withstand higher temperatures during cooking, potato starch should not be used in recipes that require reaching a boiling point. If used in baking, potato starch is a great moisture-absorber resulting in spongier, lighter cakes.
There are many starches available at Asian markets that you might like to try in your cooking. If you are looking for a flour for dredging, try water chestnut starch or sweet potato starch. Kudzu powder is a liquid thickener sold in chunks, so you will need to crush it into a powder first to use it. Sweet rice flour is a good choice for desserts, but do not confuse it for rice flour -- they are not the same. Sago starch is often used for pudding, just like tapioca.