set password for Ubuntu root
You could have gone into System->Adminstration->Users and Groups then set a password for root. Then gone into System->Adminstration->Login Window and enabled root GDM login. Then you can login as root and su to your hearts content. If you want it even more hardcore you could change your root password from the commandline using sudo as well.
http://digg.com/linux_unix/Ten_tips_for_new_Ubuntu_users
http://www.linux.com/learn/tutorials/8254-ten-tips-for-new-ubuntu-users
The default password for root is "" in Ubuntu, to change the password of root, use "sudo passwd root".