What you have said is _not_ possible without modifying the vBulletin code.
And I don't even understand the reason behind what you want. Why always user cp? After you log in, you should be taken to the page which you were browsing/trying to browse before logging in.
Index page --> log in --> Index page.
Thread XYZ --> log in --> Thread XYZ
User CP (no permission) --> log in --> your user cp
Forum XYZ --> log in --> Forum XYZ
Quote/New reply button on thread XYZ (no permission) --> log in --> Advanced reply box for thread XYZ
This is what it has been and will always be. Why? Reason - I'm browsing thread XYZ and I want to reply. So I log in and I'm taken back to the thread to post my reply. Why should I be taken to user cp?? Your requirement is of not any worth if you ask me.
And if you really want to always go to the user cp...just bookmark this link: *www.thinkdigit.com/forum/usercp.php