I have always recommended pressing ALT+F2 and typing for example
gksu nautilus or
gksudo nautilus both are equivalent; to run graphical programs with root privileges. However, I have just installed raring on a test system and this no longer works.
gksudo are not installed as part of a default raring install; though they are in the repositories. In 12.04 at least
gksudo was just a symbolic link to
The reasons I have always done this are because while it is often safe to use
sudo under some circumstances it can cause problems with graphical applications because
gksu has you running the program as root while with
sudo you are running as yourself but with elevated privileges.
This can mean you inadvertently change the owner of critical system files. This can cause problems.
This reasoning is explained better here:
Why was command removed from a fresh install and what should we be using instead?