Changing content in a single page could be done in many ways.
For code changes in several pages http modules would not be my first choice (it would probably be one of my last due to performance depending on what needs to be done).
Much more elegant (and less intrusive) methods exists, such as code behind in master page or page layout or inheriting from publishing page.
For changing a single page you could either simply insert a custom control on an existing page, create a site page or even create an application page.
As Steve say, theres many approaches. The solution you choose should be chosen based on what you more specifically is trying to do, and since you dont give us any specifics it is hard to give good advice on how to proceed.
Try for a second to forget how you technically would solve this in a "normal" asp.net application and tell us what you want to achieve more specifically. Often SharePoint development is special and a shortcut (like using SharePoint Designer) can easily get you in trouble later on.
Also in general you need to think in how to deploy your changes. It sounds a bit to me (also on other questions you ask) like you deploy these changes directly on your production server (i might be wrong, but thats the impression i get).
SharePoint has ways of deploying the changes you talk about here (for example creating a new master page with code behind) using Features and Solution packages.
This not only helps you when you want to move your code from environment to environment (eg. from dev test to integration test to pre-prod to production) but also secures your web front end servers are in sync, and also gives you a way to recreate your site if your harddisks should die on you and your backup doesnt work and you forgot to backup your transaction logs (trust me it will happen some day).