The rapid progress of foundation models has led to the prosperity of autonomous agents, which leverage the universal capabilities of foundation models to conduct reasoning, decision-making, and environmental interaction. However, the efficacy of agents remains limited when operating in intricate, realistic environments. In this work, we introduce the principles of Unified Alignment for Agents (UA$^2$), which advocate for the simultaneous alignment of agents with human intentions, environmental dynamics, and self-constraints such as the limitation of monetary budgets. From the perspective of UA$^2$, we review the current agent research and highlight the neglected factors in existing agent benchmarks and method candidates. We also conduct proof-of-concept studies by introducing realistic features to WebShop, including user profiles demonstrating intentions, personalized reranking reflecting complex environmental dynamics, and runtime cost statistics as self-constraints. We then follow the principles of UA$^2$ to propose an initial design of our agent and benchmark its performance with several candidate baselines in the retrofitted WebShop. The extensive experimental results further prove the importance of the principles of UA$^2$. Our research sheds light on the next steps of autonomous agent research with improved general problem-solving abilities.