I just wrote pretty in-depth tutorial that shows how to use jQueryUI to create a set of tabs for your sidebar or something, and then how to display a Wordpress login form, registration form, and password reset form in 3 different tabs.

I've also gone even further than that, and explain how you can change the content of the tabs for users that are logged in, so you can customize your site even further, and provide some useful content exclusive to your valued members.

Check out the tutorial here:

Create jQuery Tabs For Wordpress And Add A Login, Register, and Password Reset Form
to separate tabs.