The consensus among many Unix and Linux users seems to be that sudo is more secure than using the root account, because it requires you type your password to perform potentially harmful actions.
People praise sudo, while demeaning Windows at the same time for not having any separation of privileges by default. The answer to security clearly is a multi-user system with privilege separation, but sudo blurs these lines in its most common usage. The Ubuntu usage of sudo simply provides a hoop to jump through, requiring users to type their password more often than they'd like. Of course this will prevent a user's web browser from running something as root, but it isn't security