I, Myself as a paranoid sysadmin like to know when people log into any of the servers that I manage, even when my collegues are the people logging in, setting an e-mail alert on root login is in my opinion needed on any server you run, so you know who's been in and when & is particularly useful for highlighting whether a root password has been comprimised.

Implementing the alert is a very simple process
log-in to your server as root
cd into /root
Open .bash_profile in your favourite editor (e.g. vi .bash_profile)
And add the following line to the bottom, replacing you@yourdomain.com with the e-mail address you would like the alerts to go to:

echo 'WARNING - Root Shell Access on:' `date` `who` | mail -s "Alert: Root Access from `who | awk '{print $6}'`" you@yourdomain.com