<p>I would like to know what's the best technique to do single sign-on in web sites. It means that if you enter in more than one website, you will be authenticated in a "transparent" way. I'm using php + curl to set the cookies for the different sites, but i really would like to know if does exist a standard way to do it.</p>

The best way is to use Image tags which pull an image stream from your external sites.
So if you're at www.some-site.com and you want to also be signed into www.some-partner-site.com you have this displayed after logging in:
Because you're using an Image it forces the browser to "pull in" the contents of that URL.
I've recently built a solution which does it with ASP.NET but we also have a php-based partner site.
What image displayed is irrelivant, really you should not display any image at all (hence the 1x1 size)