I have domain.com. If the user is logged in, it should load automatically domain.com/option-X where X is a predefined choice of the user.
This is better:
Just one call including code 301. Also notice the relative path to the file in the same directory (not "/dir/dir/new_page.php", etc.), which all modern browsers seem to support.
I think this is valid since PHP 5.1.2, possibly earlier.