New user registration fields
Choose one:


Use the rules module to test whether the user has authenticated and the field value of the current user is empty. Redirect to user/[uid]/edit if this is the case.
Do the same test in a module during your implementation of hook_init(). Call

drupal_goto('user/[uid]/edit')


to redirect to the user edit page.
Do the same test in a module during your implementation of hook_init(). Call

menu_set_active_item('user/[uid]/edit');


to show the user edit page.


Replace [uid] by the user id of the currently logged in user.

In cases 1 and 2, you also have to make sure that you do not redirect from 'user/[uid]/edit' back to 'user/[uid]/edit'. This would create an infinite  loop of redirections, because the POST data gets lost when redirecting.

Documentation:


drupal_goto()
menu_set_active_item()