Cannot modify header information and ob_start()

Hi,

I recently wrote a page of PHP which kept spewing out "Cannot modify header information" errors. Upon researching into this I have gained quite a bit of knowledge on it. The PHP pages I have created use the include_once directive several times to effectively use a template to build my phps. Some of these includes contain php code themselves such as login boxes and database search queries.

As a result, many of these includes contain code such as

if ((!isset($_SESSION['username']))&&(!isset($_SESSION['user_ID']))){ // the user us logged in
        // redirect to message_page.php
        header ("Location: http://"
        .$_SERVER['HTTP_HOST'].dirname($_SERVER['PHP_SELF'])."/message_page.php?message=2");
        // immediately use the exit function after the header redirect
        exit();

and I was soon getting loads of "Cannot modify header information - headers already sent by" etc errors.

I discovered that by putting ob_start(); at the very top of each page, all these problems went away. I understand that this is buffering the output but I am concerned that I am not seeing the big picture.

My question is, in this 'area' of output buffering, do I also need to use ob_end_clean() and/or ob_flush() when I am putting ob_start() at the top of each page, if so,

1) Where am I supposed to place these and
2) When am I supposed to use them?

It seems that ob_start() is really cool as it allows me to program in a very logical and linear fashion as opposed to worrying about getting all my PHP code at the top of the page and all my redirects at the top before the main HTML of the page, but I want to make sure I am using it properly.

Please enlighten me, as it's kind of 6am in the morning here in the UK, it's worth 500 for a deifnitive comprehensive explanation of how to do this properly (I'll split them of course if there's anybody else up at this silly time in the morning!)

Thankyou