I didn't understand very well. Let me see:
1) If you want to run a program with root privilegies, just use "su -" in a console and then run the program from there by writing the program name. For example, if you want firefox with root privilegies do
% su -
Password: (<-- Only you know what to type here, I guess)
# mozilla-firefox &
The "&" is only to make it run in background, independently of the xterminal. If you have more programs to run as root, just do it here and excecute "exit" to finish. Yet it may happen that the program you run cannot connect to the X server. In that case you have to use the "xhost" command before using "su -" to allow the program to run (probably are correct and technical names for everything I'm saying, but I don't know them
). "xhost +" will allow anyone to use your display, while "xhost +localhost" should allow only the users in your computer.
2) You can put links in your ~/bin (~ is an abbrev. for /home/current_user) directory. They will run as long as ~/bin is in your PATH variable. But the same applies to any directory in that variable. What do you mean when you write "having to jump dirs like crazy"?
3) About bash and speed: the [TAB] key is your friend. It makes bash to "autocomplete" what you are writing in that moment (and/or give you the full list od possibilites, among others choices). I find it a lot faster than moving the mouse and clicking.
Another thing. Some people think it is not recommended to use GUI programs as root. There was the example of a system that crashed because some file manager (Nautilus, I believe) writes some information in any directory you visits (Thumbnails, maybe?). Anything went wrong when the user entered the /proc directory...
I hope this helps you. Good luck!