I am using Login control provided in the framework for my website. I want to redirect user to different pages based on roles ( using the ASP. Net Membership Provider). I tried doing that in the LoggedIn event however the user in the LoggedIn event does not get updated. It always shows empty string on first login. How to take care of that?

You can ovveride Login component Authentificate Event for yourself
something like this ...
protected void login_Authenticate(object sender, AuthenticateEventArgs e)
{
if (Membership.ValidateUser(login.UserName, login.Password))
{
e.Authenticated = true;
if (Roles.IsUserInRole("some role 1"))
login.DestinationPageUrl = "some url1";
else if (Roles.IsUserInRole("some role 2"))
login.DestinationPageUrl = "some url 2";

}
else
e.Authenticated = false;
}