[sudo-users] How does sudo improve security.

[Pico Geyer]

Hi all.

I've been reading about sudo, and many state that sudo improves
security. 
I'm just wondering how it does this?
I'f users can use sudo to do things that they were normally not allowed
to do, does this not decrease security?

And if a normal user gets hacked, then the hacker will now have
super-user privileges with out even knowing the root password.

If I have a big misunderstanding of the way sudo works, please help me
to correct that.

Thanks in advance.
Pico