You want your sudo logs kept off-host to prevent tampering or interference.
Use syslog 's @otherhost syntax: [Recipe 9.29]
/etc/syslog.conf: authpriv.* @securehost
Remember that the remote host's syslogd needs must be invoked with the -r flag to receive remote messages. Make sure your remote host doesn't share root privileges with the sudo host, or else this offhost logging is pointless.