JSLint is a good tool, but it expresses opinions about coding practices that are in the style of its authors. Read about what those preferences are here. There is no harm in the JavaScript parser in using a leading underscore/underbar, the tool is programmed to see this as a bad convention and warn you against using it. If using leading underscores is your preference and it makes sense, use them.
If you don't want to see the warnings in JSLint when using identifiers that begin with an underscore/underbar there is a setting within JSLint to hide these from you. Wrap the code that you don't want to be evaluated like this example and you won't see the warnings:
/*jslint nomen: true */
var _gaq = {};
/*jslint nomen: false */
This is true if you're having code evaluated from a file, but if you're on the JSLint website there is an option to "Tolerate... dangling _ in identifiers" that removes the warning as well.
Please note that doing this may cause issues in how JSHint parses the file. Take a look at this link showing JSLint vs JSHint in relation to that flag. But if you're going to go by the JSLint standard mixing JSHint can cause a bit of confusion.
Private variables don't exist in JavaScript without using closures, but it's not a pattern needed for every project execution. If you want to know more about closures in JavaScript check out Ben Nadel's wonderful blog post and NetTuts+