What you are describing is gated security (think white picket fence around lush green yard). You want one point of secure entry to the yard. Basically, you'd setup the login on one page, and use something like sessions to store the logged in info, so on the other pages in the yard, you'd have just a couple of lines of script to confirm the validity of the login. Easy to add, since it's on the top of each page with a simple redirect on faiilure.
I know this may not sound like the answer you are asking for, but you always want to validate on each page to minimize risks from hack attempts. (kind of like your old man checking out the front window to make sure there isn't some rogue bully trying to come into your yard.)
It's rather simple to do, and hotscripts.com has some examples and if you follow the link I have provided, you should be ale to find something to steer you in the right direction.