I find the use of sudo to be annoying (if you have to ask, you can skip this) and it seems that most sudo-systems don’t provide a root login by default. This demonstrates how to overcome this.
prompt> sudo su -
prompt> <enter sudo password>
prompt> <enter new root password - it'll repeat the request>
Now when you need to be root, you can just do it by typing “su” and you’ll stay root (see man page for details).
Another, better alternative is to use the root app written by a friend of mine. A rough description is that it’s like taking only the good parts of sudo and those of su. The tarball can be fetched here.
Friends don’t let friends use sudo.