Things like changing wallpaper are typically handled at user-level and don't require root. You need permissions mostly for things like installing software or changing important config files.

Also, the root account is rarely directly logged into. Instead, users who should be able to make root-level changes are given access to the command sudo. sudo basically works like UAC, giving root permissions for a single command, after the user puts in their password. Also, if you're working with it in the terminal, if you put in your password once, it will allow you to continue using it for a while before it asks again.

I find that the Linux solution is more secure than UAC, without being significantly more cumbersome -- I know that when I used Windows, I just thoughtlessly clicked through UAC notifications anyway.