just use "su"
Sudo is good for a single command or script call like a daily update started with a single sudo command. In the gui world, there is kdesu and similar that open GUI utilities with root privileged (like osX admin unlock button).
If your going to be working as root or need to open a lot of GUI as root, use "su". Become root in a text terminal and kick open whatever you need or do your long string of commands.
By the time there is real justification to log in as root directly, your probably at the point where you need to do a single user system root shell. There are easy ways to work as root without logging in as root. (actually, having to log in as administrator is a pain but Runas can replicate most of the su/sudo results.)
Now, where I disagree with some distributions is when sudo and a lack of Root account have been implemented the Ubuntu way. It's a horrible example of how sudo can be configured.
