This is not something difficult. However, I didn't find this after browsing hundreds of webpages.
It is simply http://graph.facebook.com/$fid/picture. The $fid is the facebook id.
The usage is simply < img src="http://graph.facebook.com/$fid/picture" />
Here is the result of me:
After several hours of searching, I finally saw this at http://developers.facebook.com/docs/api. I just wrote it here and hope someone will see this when they are looking for it like what I did today.