Is there any way that i can check which action was accessed? for example for Register action on a Sign Up Page, i can access this without having to login then if i just access the page without any action i am required to login.

Example:
mysite.com/upgrade-me <-- has to be logged in
mysite.com/upgrade-me/Register <-- no need to be logged in.

You can require permissions in the $url_handlers helper or in your actions method.

function youraction() {
if (!Member::currentUser()) {
return Security::permissionFailure();
}

// rest of youraction ..

}