You are correct about how the authenticate user server behavior works. You need to specify a single page for the redirect, but if you come to the page from another page you can have it return the user to the other page if you have the 'go to previous URL' option checked.
Please describe a little about what you are trying to accomplish as the end result and I'm sure that we could give some input that will help you get there. There are many ways that you could customize the pages to get you where you need to go. You could even store the successful redirect in a session variable and just reference that variable in the authenticate user server behavior. Please post back with the details and we will help you with what we can.