*** Updated: Added method for DNN versions 3.3 and 4.3 and greater ***
DNN 3.0 - 3.2
In DNN 3.0-3.2 and 4.0-4.1, the membership / profile stuff made heavy use of Microsoft's Membership provider module which stores most of the information in a hash table. While this is fine for getting a single user, it's a complete nightmare if you want to show a grid or list of many users or to do something with the data in SQL.

There's a good write up on how to get at this info through SQL at DNN Stuff.

DNN 3.3+ and 4.3+
The core team did a complete and much needed overhaul of the User Profile system for DNN 3.3 and 4.3. The grid on the User Accounts page is now a lot more flexible but it still won't help you if you want non-admin users to view user data or if you want to utilize profile data in SQL... Click on the Read More link to learn how to get at DNN 3.3+ profile data in SQL. This data could then be displayed using the Advanced Data Grid   Read More...