We have a function to do it when the user authenticates. We wouldn't recommend using that on every page load though. Our SCLogin module is already capable of showing the user's avatar from any of the supported 3rd party profile extensions we support.
JFBConnect does store a link to the user's avatar from the last time they authenticated. We use that in the Usermap area. You could use this same value, but the format that comes back from each social network is different, and some don't have avatars at all.
If you can let us know what you're trying to do more, we'll gladly help provide you with some info on how best to do it.
Thanks,
Alex