sudo /System/Library/CoreServices/Finder.app/Contents/MacOS/Finder
After giving your root password, a Finder window with root privileges pops up behind your Terminal. Do the dangerous stuff you want to do but weren't able to do with "normal" privileges (eg copying Fink's entire /sw folder). When you're done being dangerous, close your root Finder window by pressing Control-C in the Terminal (thus exiting the sudo command). The root Finder window will vanish.
Note that other Finder windows you had open when creating the root window will retain their original file privileges and will not become root.
[robg adds: As with anything running as root, be very careful with this one. You can do some Really Bad Things. This hint is to be used at your risk ... have you backed up lately? :) ]

