You can configure sites in IIS to require a Cert but that would A) generate an error if someone isn't visiting with https and B) require all pages to use https. So, that won't work. You could put a filter on IIS that checks all requests and redirects them as https calls if they are on your encryption list. The obvious drawback here is the need to update your list of pages every time a new page is added (e.g. from an XML file or database) and restart the filter.
I think that you are probably correct in building code into the pages that require https that redirects to an https version if they arrive via http. As far as your cert error goes, you could redirect with a full path (that includes the www) instead of a relative path to fix this problem. If you have any questions about how to detect whether the call uses https OR how to get the full path of the current request please let me know. Both are pretty straightforward but I've got sample code if you need it.
UPDATE - Josh, the certs that handle multiple subdomains are called wildcard certs. The problem is that they are quite a bit more expensive than standard certs.
UPDATE 2: One other thing to consider is to use a Master page or derived class for the pages that need SSL. That way, instead of duplicating the code in each page you can just declare it as type SSLPage (or use the corresponding Master page) and have the Master/Parent class handle the redirect. Again, you'll need to do some URL processing if you take this approach but it is pretty trivial.