Subclassing: http://scottbarnham.com/blog/2008/08/21/extending-the-django-user-model-with-inheritance/
User Profiling: https://docs.djangoproject.com/en/dev/topics/auth/#storing-additional-information-about-users
Which one is more efficient and less of a hassle?
And
Which way should I go if I plan to scale big?
Don't use subclassing unless you're prepared to 1) write your own auth backend, and 2) forgo ever using a different auth backend.
It seems to makes sense to have the simplest model possible for authentication and then all other connected data in the Profile.
Generally I would use the UserProfile class for reasons such as Ignacio says but also because after a bout of normalisation, I normally find the data wouldn't belong in the User table.
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