Redirect to Login Page in Wordpress

Using PHP, you can use the following code to redirect a user to the log-in page before being able to access a page. It will go to the page the user is trying to access once he is logged-in.

<?php auth_redirect() ?>

Some say it doesn't work right for logged-in users.
Better add a checking just to make sure it works all the time:

<?php
  if ( !is_user_logged_in() ) {
    auth_redirect();
  }
?>