Go into xTerminal.
Select main Menu -> Tools -> Settings
Click on Toolbar Shortcut
Add (New) a new shortcut
Title = Sudo (or whatever you want to name it)
Value = s . u . d . o . KP_Space . g . a . i . n . r . o . o . t . KP_Enter
The discussion on this and the above command to go into the shortcut command line is as per
this thread(Note : you dont need any additional software for this)
If you want a Menu in the side bar to lauch xterm and go into su mode at the same time, then install "Personal Menu" application.
You can then add custom commands to start any app you want from the sidebar itself. Pretty customizable app.
You can see my personal menu with the item X Terminal SUDO for launching from sidebar (method 2), as well as in the background the X Terminal itself with the toolbar shortcut SUDO added as explained in method 1.