from man gksu:
gksu is a frontend to su and gksudo is a frontend to sudo. Their primary purpose is to run graphical commands that need root without the need to run an X terminal emulator and using su directly.
Notice that all the magic is done by the underlying library, libgksu. Also notice that the library will decide if it should use su or sudo as backend using the /apps/gksu/sudo-mode gconf key, if you call the gksu command. You can force the backend by using the gksudo command, or by using the --sudo-mode and --su-mode options.
If no command is given, the gksu program will display a small window that allows you to type in a command to be run, and to select what user the program should be run as. The other options are disregarded, right now, in this mode.