You can also go into the /Users folder and change the permissions on your account(s) by clicking on one’s folder (or selecting both) and then choosing File->Get Info (or use Command-I). Click the arrow next to Sharing and Permissions (I think it was just called Permissions prior to 10.5) and be sure for everyone it says Read only or Read Write. After that, on Leopard, click on the little gear drop down and say Apply to Enclosed Items.
That will let any user physically sitting at the computer be able to look in the selected user’s home folder and everything under it.
sudo only works for administrators. You can use “su – <admin user>” to get a shell as your admin user; that will prompt you for the admin user’s password.