I agree about Chinese and Thai food - they can usually accomodate a request for a sauce without soy sauce, and they usually use corn starch rather than wheat flour anyway.
In other restaurants, I find that if all else fails, even the most inept kitchen staff can prepare one of the sandwich plates without the bread.
Many large restaurant chains use a lot of pre-packaged food products. If I have any doubt about a menu item, I always ask if they prepare it fresh in the kitchen or get it already prepared from a supplier. (Sauces, salad dressings, etc.) Packaged foods that are creamy or maintain a soft texture are commonly made with gluten of some type, even those you wouldn't think, like mashed potatoes. (Some chains get their mashed potatoes from a box!)
I have the best luck in any restaurant with an actual chef in the kitchen, though these establishments are often pricier. A chef can generally accomodate any request for a particular menu item with a GF sauce or accompaniment, and can prepare the entree without dusting with flour, etc.
On a final note, if you're going to a luncheon or dinner at a banquet hall (such as a wedding) it's best to eat something before you go, since the hall isn't always next to the kitchen and requests for special entrees are either unavailable or the entrees are inedible. (Inedible due to the inescapable presence of gluten, such as a chicken breast pre-dusted with flour, or inedible as in, "Yuck!")
