Ubuntu-gr Forum

έγραψε:"gksu is a frontend to su and gksudo is a frontend to sudo. Their
primary purpose is to run graphical commands that need root without
the need to run an X terminal emulator and using su directly."

That means you don't need to load up a terminal (or ubuntu doesn't) to
use a graphical program as root without being logged in as a root user.
So you could type "gksudo gedit <filename>" in a run box (or have an
icon that runs this command), and no terminal would load up. I think,
but i'm not 100% on this, that if you run a program from a terminal with
gksudo it has more properties based on the gui rather than a terminal
emulating buttons and events, like close.