If you really want to use 'su' exactly like you would in, say, Fedora, it's easy enough to do - simply change the root password to a known value. You can do that from a terminal:
or using the Users and Groups applet under System->Administration. In either case, once you know what the root password is, you can use the 'su' command just as you would in any other distro.sudo passwd root
Ubuntu obviously believes in the 'sudo' concept, but there are those who believe it to be a bad idea. In general, the argument goes that now you have two or more passwords (root and any sudoers) that have to be hard to guess, rather than just one. There is some logic to this argument, but I'm not sure it really makes that much difference one way or the other. Still, if all you're interested in is typing 2 characters for a root terminal rather than 7, just change the root password and you're there.
If you're concerned about security, after changing the root password and making absolutely sure 'su' works, you can remove your regular user accounts from the admin group, and no more sudo!
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