Granted, in a true multiuser environment with an admin who's carefully tailoring /etc/sudoers to make sure everyone has the least possible privileges that will allow them to still do what they need, sudo is more secure. There's no doubt of that.

On a machine that has only one human user who's also the admin, and retains the default sudo-with-user-passwords configuration, su vs sudo is pretty much a wash, security-wise. su requires a second password to get root access, but sudo times out and requires the password to be re-entered while a shell created by su can stay open indefinitely. Which is more easily broken will depend on other details of your situation.

(If you're running an incorrectly configured ssh server that allows direct root login with only password authentification, having a root password could contribute to problems, but the correct fix there is to reconfigure the ssh server not to do something so stupid. I hope there's no distro that still ships that way out of the box.)