This little thing has bugged me for a while. The CSS for authenticated sites where only showing once the user had logged in. This means that the Log On and Log Off pages are unstyled - although usually for me anyway, on my dev machine - seems to be ok live.
Well, if this is the case, you need to exclude the CSS folder (or files) from Authentication. This is achieved by added the following code to the web.config file somewhere in the configuration section