I am writing a web application using PHP. I want to use the MVC pattern for this, and decided to go with CodeIgniter. My application will have some pages which will require auth
If by "some pages" you mean some controllers (the gateway to your views), then you may want to investigate controller inheritance. Extend the default CodeIgniter controller with your own and put an authentication check in the constructor (check the session for a logged in flag or something and if not logged in then redirect to login page). Then, all controllers that require authentication will need to extend your new parent controller. That's it.
Head on over to the CodeIgniter forums and search for some different ways to extend the controller. Here is one http://codeigniter.com/forums/viewthread/89768/#452890