If your website has some functions that allow logged in users to interact with your website on the front end, you might want to force your logged in users to use your website through SSL without forcing normal users to use SSL. Instead of having to insert the code into your theme, you can also just use this plugin, which hooks it to the get_header() function.
To secure the WordPress administration with SSL as well, please edit your wp-config.php as described in the WordPress Codex.