The usual way to redirect a form in Drupal is to set:

$form['#redirect'] = url

However now Drupal 6 uses the form API for node delete, using this code on a node form will prevent you from deleting nodes: the form will redirect before you reach the delete confirmation page. An easy work around is to define a hidden field in the form called destination, with the redirect URL as the value.

$form['destination'] = array(
'#type' => 'hidden',
'#value' => url,
); 

The form API redirects to $_REQUEST['destination'] when the node form is submitted. This destination will also be passed into the delete confirm form, which will redirect to the same URL.