This example triggers the admin theme when on any of the user/* pages (login, edit, etc.). Put the name of your admin theme in {admin-theme-name} so there's a safe fallback in case variable_get doesn't find the admin_theme.

$match = preg_match('/(user$)|(user\/)/', $_SERVER['REQUEST_URI']);
if ($match) {
    global $conf;
    $conf['theme_default'] = variable_get('admin_theme', '{admin-theme-name}');
}