[Editor's note: I highly recommend that you do not use a root-enabled GUI Finder unless you really really know what you're doing. It's easy to do Very Bad Things to your system without truly intending to do so. With that warning, this is actually a fairly interesting trick. Use at your own risk, of course!]
I had to move around a bunch of files in the /usr directory and I really loathe using mv and cp in the CLI. It's so cumbersome! Of course, you can't drag-and-drop, because the user you're logged in as has no write privileges to /usr. There's a simple way around this, however.
Read the rest of this article if you're interested in creating a root-access Finder.
Open a Finder window in Column View. Type Command-Tilde or choose "Go To Folder" from the Go menu. In the sheet that comes down, type /System/Library/CoreServices. You'll see two Finders there. Click on one of them (just one click!) and make sure it doesn't say "Classic Application" in the preview pane. If it doesn't, then that's the one you want. Option-drag it to the desktop (because you want to duplicate it).
Now rename that app RootFinder or something. Move it to your /Applications directory. That's all the setup; the only part you have to repeat is from here on in.
Open the terminal. Type:
%> cd /Applications(Note: the '%>' is the prompt; don't type that!)
%> sudo open -a RootFinder.app
Mac OS X Hints
http://hints.macworld.com/article.php?story=20010514171224297