Tip of the day today is "Type sudo passwd root to give your root user a password. Now you can simple su - when you have lots of commands to execute as root, instead of having to put sudo in front of each one."
Clearly this works, but is it wise? If you actually have a series of commands to type and don't want to sudo each individually, I would have thought a better solution than that set out above is to 'sudo /bin/su'. That is, to simple su by using sudo. This way, you don't need a root password, which is presumably considered a good thing by whoever decided that most distros wouldn't have one.
Personally, I don't have any problem logging in as root, but someone thinks sudo is an improvement, so if it is an improvement, a solution that doesn't circumvent it is probably a good thing.