I need to make a connection between a user (which I use for admin work on frontend) and everyone else (existing and future users). How can I do this best?
You could use CB Auto Actions or CB AutoWelcome to force a connection to a specific user like that. As for existing users you'd probably need to just do that using a database query against the _comprofiler_members table.
I am guessing that one solution would be to have an autoaction that acts on firstlogin, however I wondered if it was possible also via a nicer way?
CB AutoWelcome would be the easiest solution as it specifically has a feature for this.