gksu and gksudo
gksu is a frontend to su and gksudo is a frontend to sudo. Their primary purpose is to run graphical commands that need root privilege without the need to run an X terminal emulator and using su directly.
That means you don’t need to load up a terminal 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. 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.