Django - User full name as unicode

I have many Models linked to User and I'd like my templates to always display his full_name if available. Is there a way to change the default User __unicode__() ? Or is there another way to do it ?

I have a profile model registered where I can define the __unicode__(), should I link all my models to it ? Seems not a good idea to me.

Imagine I need to display the form for this object

class UserBagde
    user = model.ForeignKey(User)
    badge = models.ForeignKey(Bagde)

I will have to select box with __unicodes__ of each object, won't I ?
How can I have full names in the user's one ?