What is the proper way to create a link under "Primary Links" that will take the logged in user to their own user edit page?
I use the me aliases module to do this: it provides an alias,
user/me, that you can add to menus and elsewhere. It also provides mappings for things like
There's a pretty extensive discussion on this topic here: http://drupal.org/node/44590
Pick whatever way you prefer. Personally, I like the last suggestion of making a small module to do it.