You'd have to set a cookie on the users machine that held the info. When they log back in, you'd read the cookie and send them on the way.
But think about this, what if the user doesn't want to go to the last page they were on? Maybe they saw something on the index page but didn't have a chance to get there yesterday? Or, maybe they don't allow cookies to be written to their machine!
If you're stuck on doing this, you might want to provide it as an option rather than a mandatory function of your site. There's always a better way...