Vector Considerations
Thrust is a vector quantity, and the direction of the thrust has a large impact on the size of gravity losses. For instance, gravity drag on a rocket of mass m would reduce a 3mg thrust directed upward to an acceleration of 2g. However, the same 3mg thrust could be directed at such an angle that it had a 1mg upward component, completely canceled by gravity, and a horizontal component of 2.8mg, achieving a 2.8g horizontal acceleration.
As orbital speeds are approached, vertical thrust can be reduced as centrifugal force (in the rotating frame of reference around the center of the Earth) counteracts a large proportion of the gravitation force on the rocket, and more of the thrust can be used to accelerate.
It's important to note that minimising gravity losses is not the only objective of a launching spacecraft. Rather, the objective is achieve the position/velocity combination for the desired orbit. For instance, the way to maximize acceleration is to thrust straight downward; however, thrusting downward is clearly not a viable course of action for a rocket intending to reach orbit.
On a planet with an atmosphere, the objective is further complicated by the need to achieve the necessary altitude to escape the atmosphere, and to minimize the losses due to atmospheric drag during the launch itself. These facts sometimes inspire ideas to launch orbital rockets from high flying airplanes, to minimize atmospheric drag, and in a nearly horizontal direction, to minimize gravity losses.
Read more about this topic: Gravity Drag