Why did you need to enable root to create the alias? You should be able to make an alias in the Finder as any account. Does your account not have read access on your /System folder? Edit: I just remembered that the "Make Alias" command is dimmed without write access. In case you don't know, you can make aliases anyway by holding down command and option while dragging a file to another folder you have write access to.
Both aliases and symlinks work just fine for me. I made the alias in the Finder, the symlinks in Terminal like so:
I'm on 10.5.2, for what it's worth.
ln -s /System/Library/PreferencePanes/Appearance.prefPane ~/Desktop