To make any good sauce, it is vital that you have a good base. This generally entails, in the case of sauce-making, a well-flavoured stock. Stocks are the true foundation of sauces, especially in French cuisine. They are not in themselves difficult to make, but it can be a time-consuming process.
Unfortunately, there are no real shortcuts if you want a really good stock. The supermarket-made varieties sold in cartons are often weak in colour and flavour, and stock cubes are worse still.
I have talked to many home cooks and it is fair to say very few of them make their own stocks. They express difficulty in finding bones, especially veal, game and fish bones; normally chicken bones are the only available option. I urge you to source these more elusive bones by making friends with your butcher and fishmonger, who will get them for you. Failing that, just use chicken bones: you will still achieve far better results than with cubes or store-bought stock.