Put your command into the /etc/rc.local
file. You don't have to use sudo because this file is run by init at boot time.
If you encounter problems doing this, see:
If the program is persistent (i.e., keeps on ticking) be certain to background it. If it does not have such a feature built in, use &
at the end of the line. If you do not do this, likely your boot will snag for a bit then init will kill the process.