$app = JFactory::getApplication();
$message = "You must be logged in to view this content";
$url = JRoute::_('index.php?option=com_users&view=login&return=' . base64_encode('YOUR COMPONENT VIEW URL HERE')
$app->redirect($url, $message);

<?php
$user = JFactory::getUser();
if($user->id=='' || $user->id==NULL){
// Your message here.
}else{

// Your code here
}
?>

JFactory::getApplication()->redirect(JRoute::_('index.php?option=com_users&view=login', JText::_("You must be logged in to view this content"));

$url = JRoute::_('index.php?option=com_users&view=login&return=' . base64_encode('YOUR COMPONENT VIEW URL HERE')
$this->setRedirect($url);
return $this;

$app = JFactory::getApplication();
$app->enqueueMessage("You must be logged in to view this content", "Notice");