How to redirect the WordPress after login

Solution: 

To redirect right after successful login, you should hook to wp_login like so:

function my_success_redirect()
{
    wp_safe_redirect('http://success.com/yay');
} 
add_action('wp_login','my_success_redirect');

To redirect after login fail, you should hook to wp_login_failed like this:

function my_failure_redirect()
{
    wp_safe_redirect('http://nope.com/le-fail');
} 
add_action('wp_login_failed','my_failure_redirect');