Try: man sudo.
Anyway, that's knocking on the front door. There are privilege escalation bugs in unpatched OSX systems, and probably ones in patched machines that have yet to be discovered by the wider world.
That's not going to help if I actually want to do something with sudo. :) It'll have to open a terminal first though.
Anyway, let's just sit back and see 1) what percentage of Macs get infected and what degree of harm is done, and 2) see how long it takes for a fix. With the critical IE bug released today it would be nice to see the race.