I finally got my first NetBSD system setup right - meaning that it can use pkgsrc. :-) The main problem was that I didn't install the comp and text distribution sets from the initial install. Luckily I was able to untar the archives from the NetBSD FTP site without any problems (so far). I'm not sure if one is usually supposed to be able to do that, but I hope to not have to do it again. In the future, I'll just install them.
So... what's next? Next up is a more powerful NetBSD system which supports Xen and CPU virtualization. That will be awesome!
I'm starting to really like the way FreeBSD and NetBSD (and maybe even OpenBSD?) really separate the operating system from the user applications ("userland").