Mac OS X Hints has this hint:
Launch GUI programs as root which is kind of obvious to Unix veterans. Here's the meat:
"sudo path/to/application/Contents/MacOS/app_name &
For example:
sudo /Applications/TextEdit.app/Contents/MacOS/TextEdit &"
It was noted that you can't really tell which GUI apps are running as root but one of the comments shared a somewhat subtle way to tell them apart, change root's coloring. If you run this command:
sudo "/Applications/System Preferences.app/Contents/MacOS/System Preferences"
you can set system preferences for root. To change the coloring, go to General and set the Appearance to Graphite and maybe change the Hightlight Color to something else as well. Doing this will make any GUI app running as root have different coloring on it's window elements (scroll bars, open, close minimize buttons, etc.) In something like a text editor, a differeent highlight color could be very noticable. I suppose changing root's language to Français would be pretty obvious too ;-)