I’m relatively new to Linux, so when I’m not mucking around and hosing things up on my own I read a lot of guides. 
In Mauriat Miranda’s excellent Fedora 6 Install Guide I found a quick and easy way to setup sudo so you don’t have to use the su command and your root password all the time.
su [root password] echo 'loginname ALL=(ALL) ALL'>> /etc/sudoers exit
Where ‘loginname’ is your user account. This only needs to be done once. When using sudo and you’re asked for a password, it is the password for your user account, not root.
For example, when you need to edit your /etc/yaboot.conf file, you can say:
sudo gedit /etc/yaboot.conf
Enter your regular user account password. You’ll be able to edit and save the file as if you were logged in as root. In practice I’m finding this to be much more convenient than using su all the time.