Actually, Sitefinity comes with predefined solutions for this scenario. They are represented in the form of controls which are already added to the toolbox (inside the Navigation group) and has the following names: SitePanelbar, SiteMenu, SiteTreeview and SiteTabstrip.
Their function is to represent the site navigation and show the current page you are in without the need to write any further code. They are created as user controls and are located in the ~/Sitefinity/UserControls/Navigation
In order to use them, you should have one of these controls in every page. Because of this, it is most likely that you add them in a template which is used by most of the pages. For example, if you are using a SitePanelbar control and you click on some item, it would redirect you to some page. If this page has the SitePanelbar control in it, the control would check if the current page URL is contained in one of its items and if so, would mark that item as selected.
Hope this does the job. Let me know if I am missing something.
the Telerik team