I've been running Debian for more than a decade and I never log in as root. Use su to get a root shell, or to run an individual command as root — the same way you'd use sudo, except that you type the root password instead of your own password. And, like with sudo, that's one root shell or command in a terminal window, where everything else is a normal user login session. There's no good reason to have your whole desktop session running as root.
These days, the Debian installer also supports setting up sudo the way Ubuntu does, instead of having a root password. But I prefer to have a separate password for the root account, so that if someone learns my login password there's still another barrier to root access.