For those who build custom Internet facing SharePoint Web Content Management sites, which means they are likely anonymous, one of the most frustrating things was trying to implement a custom error page in SharePoint 2007.
Thankfully this has been addressed in SharePoint 2010. Microsoft PFE Todd Carter ( aka: Carl Fredrickson ) recently blogged how you can create your own custom error pages… and you aren’t limited to just the error page… you can create Login, Request Access, Confirmation, Access Denied and Sign-Out Pages too!