Preheat oven to 400°F.
Bring a large pot of salted water to a boil. Add the penne and cook according to the package directions. Drain the penne and set aside.
While the penne is cooking, heat a 12'' nonstick skillet over medium heat. Melt the butter and add the flour. Whisk, cooking for 2 minutes. Whisk in the milk, stirring constantly to avoid lumps. Stirring regularly, bring the sauce to a boil. Once it has boiled and thickened, remove the pan from heat and stir in the grated cheeses, salt, and pepper.
Add the penne and any other ingredients you might like in your pasta to the skillet. Bake in a 400°F oven until the top is just starting to brown, about 15 minutes.