Start using Tabbed Login Widget that allows you to have a login form in your WordPress blog’s sidebar including registration, forgot password option, after login display all there in your sidebar widget area. Now no need of increasing one more step by redirecting your users to WP login page.
Users may login from there saving both time and space . After they enter their username and password it automatically redirects them back to the front page rather than admin dashboard and in-case they enter wrong login credentials they receive an error message instead of getting redirected to wp-login.
All you need is to install and activate Tabbed Login Widget plugin and then drag its widget from your Dashboard ->Appearance ->Widgets to your sidebar.