What is the proper way to sudo over ssh?

Another way is to use the -t switch to ssh:

ssh -t user@server "sudo script"

See man ssh:

 -t      Force pseudo-tty allocation.  This can be used to execute arbi-
         trary screen-based programs on a remote machine, which can be
         very useful, e.g., when implementing menu services.  Multiple -t
         options force tty allocation, even if ssh has no local tty.