Steps for Writing Custom Page Load Logic in SharePoint

One can create custom logic for the pages in sharepoint to implement specific functionality.
Step 1: Create a class overrides from System.Web.UI.MasterPage
public class MasterPageOverride : MasterPage
{
protected override void OnLoad(EventArgs e)
{
// Add custom code here
}
}
Step 2: Strong name the assembly and place in GAC.
Step 3: Edit the MOSS master file(.master) and edit the master directive

The MOSS layouts which inherits this master file has the custom logic.