First off - kudos for a great plugin! Once my client approves the site I am building using it, a $ donation shall be forthcoming (I promise!).
I think I found a bug in the redirect_to value for the sidebar login form.
wp-members-sidebar.php, line #71
$post_to = get_page_uri( $page_id );
This returns the relative URI, so if you are on, say, http://www.example.com/registration, the value stored will be 'registration'. So when you login and it redirects, you get sent to http://www.example.com/registration/registration - and get a 404.
I think it would be better to be:
$post_to = home_url().'/'.get_page_uri( $page_id );
So that the full path is included - just like you have in the other catch statements for is_single, is_category etc.
Hope that helps!