Admin Hook at the Login Page

If you don’t care about the actual action you can use login_init action like this:

add_action( 'login_init', 'wpse8170_login_init' );
function wpse8170_login_init() {
    // do your stuff here
}

But if you want to handle only special actions, then you need to hook into login_form_{action} action, like this:

add_action( 'login_form_login', 'wpse8170_login_form_login' );
function wpse8170_login_form_login() {
    // do your login stuff here
}

Or like this:

add_action( 'login_form_register', 'wpse8170_login_form_register' );
function wpse8170_login_form_register() {
    // do your register stuff here
}

If you need to add some CSS or JS to your login page, then you need to use login_enqueue_scripts action:

add_action( 'login_enqueue_scripts', 'wpse8170_login_enqueue_scripts' );
function wpse8170_login_enqueue_scripts() {
    wp_enqueue_script( ... );
    wp_enqueue_style( ... );
}