I am looking to make a kosher bechamel made from almond milk. What kind of fat should I use in the roux? Margarine? Regular veggie oil?
You can use any fat at all in a roux, including animal fats like suet and schmaltz. With a roux, all you're doing is toasting the flour to get rid of the raw flavor, and using the fat to make sure it doesn't clump up. The older, less sophisticated beurre manie technique involves kneading flour into cold butter, throwing knobs of it into your boiling liquid, and skimming any scum that floats up. The toastiness of roux is great, but as long as there's enough well-incorporated fat to keep the flour from clumping, your sauce will thicken just fine.
So which fat you use— dairy or meat avoidance aside— depends entirely on the flavor profile you're working with. If you use a butter substitute such as margarine, remember that like butter it contains a double-digit percentage of water: I was taught to let that cook off first or you'll end up with some early seizing, but it doesn't seem to affect the end-result too much. If you're not using a fat which contains water, you can use about 15% less fat than you would butter... but the results will be just fine if you want to use the same amount... your mixture will just have a little more fat.
Your other easy option is to use a cornstarch slurry as a thickener, but of course, that will change the texture.
As an aside, if you're not dead-set on having a bechamel, you might enjoy a veloute in its place. It would use any broth or stock in place of your almond milk. Nothing wrong with almond milk, but the broth/stock might add a little depth. A suet-roux beef stock veloute sounds like a pretty delicious sauce to me. Veloute made with fish stock is divine in the right context.