The real answer to this question can be complicated because sudo is very powerful, and can be configured to do cool things. This is thoroughly explained in the documentation.
The short answer is run
sudo visudo in a terminal. If this is the first time that you have run visudo, it will ask you which editor you prefer. nano is generally thought to be the easiest to use, but pick the editor you are most comfortable/familiar with. You will need to decide who you want to give access to; it could be
ALL for everyone (a very bad idea), a user, or a system group. Groups are prefixed with a % sign. For example, if you wanted to give everyone in the
steroid_users group root privileges without the need for a password for all commands you would add:
%steroid_users ALL=(ALL) NOPASSWD: ALL
to the end of the file, exit, and save the file. If all goes well, and you are a member of the steroid_users group, you will be able to issue
sudo *some-command* without the bother of needing to enter your password.
Keep in mind that anyone who has access to your terminal while you are logged in -- or if you have ssh setup for key-based auth, or (even worse) have enabled password free session logins -- complete and unfettered access to your entire system. If you have multiple users on your system, or if this is a file server, all users files could be at risk as root can do anything!
Also, if you make a mistake, visudo will output and error message and not save changes to the file. This will help prevent breaking sudo completely. You should really read the documentation. Sudo is designed to give users just enough access to do their job without the need to expose your entire system. It may be advantageous to only give password free access for certain commands.
I hope this helps.