This could be 1 or many things:
- Check site setup, make sure you don't have a redirect on a domain alias.
- Check document aliases, make sure you don't have an alias in there redirecting.
- Check web.config to ensure you don't have some URL rewrite rule in there performing a redirect.
- Check your custom code in templates and webparts to ensure you don't have a redirect in there.
There are others but those are where I'd start.