Creating a Faculty and Staff Directory with Links to their Profile Pages
The short and simple answer is there is no way to link a custom User field to the user page itself.  However, this can be achieved by manipulating the view to expose the pertinent field data.

The situation is we have a couple of custom fields added to a User type.  These are last and first name fields (field_last_name and field_first_name, respectively).  Unfortunately there's no easy way (or is there?) to link these fields directly to their respective user's profile page through Views.  I have posted an answer below that goes the theming route by creating .tpl.php files, but we don't want to do that because we also work with people who aren't coders.  So how do we do this without code?  WITNESS THIS!

Let's say we want to display a list of users' names, titles, phone numbers, email address in tabular format on a page.  Great, pretty standard.  Do the following (I will assume you've created the page already in Views):


Add the User: Name (the one built into Drupal), field_last_name and field_first_name fields, rearrange them so that they're at the top, and then (this is VERY IMPORTANT), exclude them from being displayed
Add the field_last_name and rearrange it so that it's below the first two instances of field_last_name and field_first_name


Now, we're going to configure the last field that should be in the list: field_last_name.


Set it's label to Name
Open up the Rewrite Results pane
Check off 'Rewrite the output of this field' and 'Output this field as a link'
Under 'Output this field as a link', check off 'Use absolute path'
For the Rewrite text area, enter "[field_first_name] [field_last_name]"
For the link URL, enter "users/[name_1]" (name_1 might not be the same for you, just use whatever == User: Name when looking at the Rewrite Patterns


Apply and Save

You can edit your table settings so that it's displaying the way you want it to display.  You should now have a collection of names that link directly to their users' profile pages.

Essentially, we've exploited the rendering order of the fields.  Since we organized our fields such that the username, first name, and last name came before every other field, their values were available to the Rewrite processor in the remaining fields.

The reason I chose the field_last_name field, was because that if you choose to enable column sorting on the table, then the table will still sort on the initial value provided by that field, and not the rewritten result.  I wanted to sort by last name in my own case, this may differ for you.

Also a note, I have presupposed that you are using Pathauto to create friendly URLs in your website, and so the path to a user profile would look like http://site/users/username rather than http://site/users/uid.  If this is not the case for you, and you'd like to use the UID field instead, substitute out the User: Name field for User: UID, and the procedure shouldn't change besides that.

Hope this helps someone, I was pulling out my hair for a long time until I figured out this little gem.