You could also edit the /etc/sudoers file (very carefully, using sudo visudo command) to ensure that every command in a terminal that needs root privileges asks for the password. Normally there is a timeout on sudo of 15 mins (I think it's 15) but you can set a timeout of zero. That would mean that it does not matter if the last command was with root privileges, as no further commands will be allowed without the password again.

See or do a search for lots more info about editing /etc/sudoers file, but as I said, be very careful; get it wrong and you may lock yourself out of the system completely.