How can I make my cheese sauce creamier?
I know it seems that mac 'n cheese should be a simple thing for a beginner cook to make. It isn't. Without a solid recipe, even experienced cooks can royally screw up mac 'n cheese. Generally it starts with a bechamel, also known as a white sauce. You're right, that starts with a roux which requires flour, or at least some kind of starch. Once you've got a good white sauce, then you add the shredded cheese. You're right again, pre-shredded cheese is not a good idea. Pre-shredded cheese is covered with cellulose so it doesn't clump up in the bag. That doesn't make for smooth melting. 

Alton Brown's stovetop recipe is about as simple as homemade mac 'n cheese gets. I would recommend mastering this then moving on to (written and highly rated) recipes that start with a bechamel. And grate your own cheese. AB's Stovetop Mac 'n Cheese.

One more thing - Cheese sauce for mac 'n cheese is one application for which high quality (read that "expensive") cheese may not be your best choice. High quality, expensive cheeses tend to be aged, making them melt with a texture you might consider grainy. Some people go so far as to use (gasp) American cheese or even (double gasp) Velveeta for smooth melting. I'm not sure that I'd recommend going that far except for pre-teen palates. For me a happy medium (so to speak) is store-brand medium cheddar. AB's recipe calls for sharp cheddar, but he has other ingredients that ameliorate potential graininess.