I have had an issue with one of my projects for some time that really confuses users especially on shared computers. What generally happens is a user with proper credentials logs out but leaves the browser open so when the next user enters their credentials the site tries to send them to the page that the first user last viewed before logging out. When the second user is not authorized to view the page, he is redirected to the login page again. The user then tries to enter his credentials again and again and cannot access the site. This can also happen when one user sends a link to another user who is authorized to view the site, but not the page that is linked to.
I ran across an article by Scott Mitchell that solves this very problem by directing the users to a page that explains they are not authorized to view the requested page instead of sending them to the login page. Scott presents a quick and easy fix in step 2 of his article as well as plenty of additional valuable information: http://asp.net/learn/security/tutorial-07-cs.aspx.