There is the initial login screen, or you can be automatically logged in after rebooting, which can be specified via:
System Preferences -> Accounts -> Login Options (you will have to click on the Padlock in the lower left corner before you can change any of the Login Options).
The other possibility is:
System Preferences -> Security -> Require password [5 seconds] sleep or screen saver begins
If either of these are not what you are looking for, please provide more information.