You can disable Gatekeeper in System Preferences:
This removes the warnings about opening files downloaded from the internet:
defaults write com.apple.LaunchServices LSQuarantine -bool false
It doesn’t affect the dialogs about opening applications for the first time though.
You can run Finder as root with
osascript -e 'quit app "Finder"' && sudo /System/Library/CoreServices/Finder.app/Contents/MacOS/Finder, but it’s not really meant to be done permanently.