Login/Connect/Deauthorize links all need $redirect variables set

From #1314940: Set Custom Landing Page URL for Login and Register, I posted:

Regarding this issue, I think we could take a cue from core's login behavior and always redirect to the same page the user was on when using the user login block. It's completely dumb that you'd be taken to any other page at all when logging in, unless its the first time they've logged in at all. Then you might want to take them to some welcome page or form to complete their registration (though you should probably use http://drupal.org/project/complete_profile for that situation).

For starters on that issue, we should make the login block always redirect to the current page. Additionally, the connect button and the deauthorize button on the user profile form should take you back to the user profile form. Right now all of these links go to the homepage, which would not be expected behavior for any of them.