Apropos multiple commands in a single alias, you can use one of the logical operators to combine them. Here's one to switch to a directory and do an ls on it
alias x="cd /tmp && ls -al"
Another option is to use a shell function. These are sh/zsh/bash commands. I don't know enough of other shells to be sure if they work.
As for the sudo thing, if you want that (although I don't think it's a good idea), the right way to go is to alter the /etc/sudoers
file to get what you want.