Some commands, such as iwconfig, I can't run with sudo, I have to type su and then run iwconfig. It happens with some other apps, but I can't remember them now.

Prob'ly a path problem... /sbin isn't in a regular user's path. You can still run them with sudo, but you have to add the path...

sudo /sbin/iwconfig

can I add /sbin to my path?

Slackware != Ubuntu. It actually has a root account that you can log into. In Ubuntu they pretend the root account doesn't exist and instead allow the administrative account to run everything via sudo. In Slackware (and any other normal distro) you can run specific commands using 'su'. To run just one command without really logging in, try
You need to supply your ROOT password, and not your user password. To use sudo (so you only have to enter your user password), you must add the specific commands to /etc/sudoers in a very specific format (look it up or try `man sudo`). To edit this file you should issue `visudo` as root (do NOT just open the file in a normal text editor -- visudo prevents multiple users from editing it at the same time and other lovely stuff).

I only set common commands (that require root privileges) up with sudo and use `su -c "command"` for less common tasks.

...and people think I'm overreacting by objecting to Ubuntu's deliberately dimwitted applications of sudo.

Between the abuse of sudo and the equally dimwitted "Lets have a COMPLETELY SEPARATE AND NEW DISTRO for every single X environment out there" its amazing that an *buntuers ever learn any Linux at all.

My apologies for the off-topic rant, we now return you to your regularly scheduled thread.

Ah yes, the "magic hammer" of sudo ;-)