How to call PageReference Method on page load

Using "action" attribute of Apex:page tag, we can call a page reference method that will return the new page reference or redirect to the new page.

Example:
<apex:page controller="TestController" action="{!checkAndRedirect}"...></apex:page>
Controller:
Public Class TestController{  
    public PageReference checkAndRedirect()
    {    
        // do checks    
        //return new pagereference('/apex/testVisualForcePageName'); //return a new PageReference    
        //       or    
        //return null to go back to the current page  
    }
}

Note: We cannot return page reference from the constructor.