Hi, I want to make a game loop in a nice way, where I can use polymorphism to call the correct Update, draw and HandleInput.
What I am thinking is to have a base class Scene, which will have the virtual functions Update,Draw and HandleInput. I will then create separate classes for each of my games states/Scenes. I.e. Login , options, pause, main game which will inherit from the base Scene class.

What I would want to do is this:

Scene* currentScene;

...GameLoop
currentScene->Update()
currentScene->Draw()
currentScene->Handlenput()

But wouldn't I also have to initialise the other scenes? Such as:
Login login;
Pause pause;

And then to change the currentscene, I will do something such as: currentScene = &login;

This part is fine, the problem lies in where to put the Scene* currentScene variable and all of the other scene variables such that I can switch to any one of the scenes from INSIDE another scene. So say I was in the login scene, and pressing escape inside this scene means I change it to the MainMenu scene, how can I do it so the Login has access to the Mainmenu variable and also the Scene* ?

Sorry if that didn't make much sense.

I generally use the run and return successor pattern with state objects like what you call your Scene objects. Basically every function called on a state object returns a smart pointer to the state that the system should be in now. This can be a pointer to the original state. This allows inter-relation of states to happen without whatever is holding the state to explicitly know what's going on. One thread where I talk about this in more detail.

Thanks for the replies everyone. I ended up doing something very similar to L. Spiro's method. Although I am now looking into smart pointers as I had not heard of them before, so thanks for that research topic!