Bechamel sauce is the white sauce made from butter, milk and flour. Clearly not very dairy-free! I was surprised at how well it worked using the dairy-free ingredients. The recipe is from Delia Smith's Classic collection.
The butter is replaced with dairy-free margerine and the milk is replaced with soya milk. The cheese substitute is optional, it depends what the sauce is going to be used for. Of all the dairy products I think cheese is the hardest to replicate! I'm still on the hunt for a good dairy-free cheese. There are some with a nice flavour, but they don't have quite the same melting properties. If you do want a cheesy sauce, just add in some cheese substitute at the end.