All the default configuration tools in Ubuntu already use sudo, so they will prompt you for your password if needed.

To run other applications with sudo:

Applications->System Tools->Run as different user

In the Run program dialog box, type the command you wish to run in the Run: editbox. In the As user: list choose “root”, then click OK.

You will be asked to enter your password (for your user account, not root). enter your password, then click OK.

sudo passwd root

sudo passwd -l root

Read How do I set/change/enable the root user password?

System->Administration->Login Screen Setup

Select the Security tab. Check the Allow root to login with GDM checkbox option.

sudo -s -H Password: <specify user password>

System->Administration->Users and Groups

Select the Users tab. Use the Add User ..., Properties or Delete buttons to add, edit, remove user accounts.

System->Administration->Users and Groups

Select the Groups tab. Use the Add Group ..., Properties, Delete buttons to add, edit or delete system groups.

System->Administration->Login Screen Setup

Select the General tab. Check the Login a user automatically on first bootup checkbox option.

Launch System->Administration->Users and Groups

Select the user

Click on Properties

Click on the User Privileges tab

Check the Executing System Administration Tasks checkbox

export EDITOR=vim && 
sudo visudo

Find this line

... 
    system_username ALL=(ALL) ALL 
...

Replace with the following line

system_username ALL=(ALL) NOPASSWD: ALL

Save the edited file (sample/sudoers_usesudowithoutpasswordprompt)

sudo -K

Right click the file or folder. Select the Properties option. Select the Permissions tab. For the Owner, Group and Others check/uncheck the Read, Write, Execute options to set or unset permissions.

sudo chown system_username /location_of_files_or_folders

sudo chgrp system_groupname /location_of_files_or_folders