For the benefit of others, here is a solution I have running...

Put the code below into a .aspx file and use an <!--#include--> statement in your skin:

Dim PortalID As Integer, UserID As Integer
Dim UserName As String
Dim FirstName As String
Dim LastName As String
Dim UserInfo As String
Dim dnnUserCtrl As New DotNetNuke.Entities.Users.UserController
Dim dnnUserInfo As New DotNetNuke.Entities.Users.UserInfo

PortalID = dnnUserCtrl.GetCurrentUserInfo.PortalID
UserID = dnnUserCtrl.GetCurrentUserInfo.UserID
FirstName = dnnUserCtrl.GetCurrentUserInfo.FirstName
LastName = dnnUserCtrl.GetCurrentUserInfo.LastName

if UserID=-1 then FirstName="Guest"

UserInfo = "<font color='#5171AF'><b>" & FirstName & " " & LastName & "</b></font>"