Até onde eu sei, você está fazendo do jeito certo e só precisa juntar todos eles:
SELECT
u1.id,
u1.login,
u1.password,
u1.email,
m1.meta_value AS firstname,
m2.meta_value AS lastname,
m3.meta_value AS country
FROM wp_users u1
JOIN wp_usermeta m1 ON (m1.user_id = u1.id AND m1.meta_key = 'first_name')
JOIN wp_usermeta m2 ON (m2.user_id = u1.id AND m2.meta_key = 'last_name')
JOIN wp_usermeta m3 ON (m3.user_id = u1.id AND m3.meta_key = 'country')
WHERE
-- CONDITIONS ON the user you want to select based any field
