Gumbo is a creolized (blending of different cultures) dish that was really a way of making use of many whatever might be on hand. The word "Gumbo" itself comes from the African Bantu tribal language which uses the word "Ngambo" for okra. In the plantation culture of the south "ngambo" became "gumbo" and eventually came to be the word for a soup containing okra. In the deep south of South Carolina and southern Georgia it typically has Okra in it to provide thickening from the mucilaginous substance secreted from the okra.
As people moved westward toward the Louisiana region they adopted the Choctaw Indian method of using ground sassafras leaves (gumbe file) as the preferred thickening method in that area. Sidenote: Gumbo file is considered to be the only indigenous north American spice.
Without knowing what it is that you've been disappointed with, it's difficult to make suggestions. As with so many regional dishes there are certain consistencies but more often than not...more variations. This is one of those items where there isn't necessarily ONE primary method.
Some gumbos use a roux for added depth of flavor, color, and thickening while others are more broth based.
The main consistency is that it is typically served ladled over rice.