At least with sudo you have a log of which user executed which command in which directory and at what time.
You may have some of the information in root's .sh_history file (if there is one), but there is no time stamp in .sh_history (as there is in the sudo log) so even if you require su'ing to root rather than direct login you can't be sure who executed which command when. (You'd be surprised the number of systems I've been on that allow you to log in directly as root.)
Also, figuring out which directory the user was in when a command was executed is sometimes important, but is tedious to figure out from the .sh_history, And finally, the .sh_history file is overwritten once it reaches a certain size, so you may lose an important record of a command.
It has been my experience that if you gain the sys admin's confidence and tell them what you need to do, they'll be more likely to give you root. If you go in demanding root and act cavalier toward the OS and its rules, you will never get root and will have a hard time getting sudo.