OpenBSD has one of the simplest and most compact installers out there. However, at the end of the installation you need to have another internet connected OS in order to copy the address of the mirror you wish to use for package management to your freshly installed OpenBSD.
Why not include a mirrorlist file in /etc (or wherever) which the user will edit and simply include in his .profile (using source /etc/mirrorlist)? Sample mirrorlist for the amd64 architecture compiled from the mirrors at the OpenBSD website: ## ## OpenBSD mirrorlist ## Uncomment only *one* server (http or ftp) ## ## ## HTTP MIRROR LIST: ## ##Australia (Adelaide) #PKG_PATH=http://mirror.internode.on.net/pub/OpenBSD/5.5/packages/amd64/ ##Australia (Brisbane) #PKG_PATH=http://mirror.aarnet.edu.au/pub/OpenBSD/5.5/packages/amd64/ ##Australia (Perth) #PKG_PATH=http://ftp.iinet.net.au/pub/OpenBSD/5.5/packages/amd64/ ##Austria (Vienna) #PKG_PATH=http://ftp5.eu.openbsd.org/ftp/pub/OpenBSD/5.5/packages/amd64/ ##Austria (Vienna) #PKG_PATH=http://ftp2.eu.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Belgium (Brussels) #PKG_PATH=http://ftp.belnet.be/pub/OpenBSD/5.5/packages/amd64/ ##Brazil (Sao Paulo) #PKG_PATH=http://openbsd.locaweb.com.br/pub/OpenBSD/5.5/packages/amd64/ ##Bulgaria (Sofia) #PKG_PATH=http://mirror.telepoint.bg/OpenBSD/5.5/packages/amd64/ ##Canada (Alberta) #PKG_PATH=http://ftp.OpenBSD.org/pub/OpenBSD/5.5/packages/amd64/ ##Canada (Kingston, ON) #PKG_PATH=http://athena.caslab.queensu.ca/pub/OpenBSD/5.5/packages/amd64/ ##Canada (Toronto, ON) #PKG_PATH=http://openbsd.cs.toronto.edu/pub/OpenBSD/5.5/packages/amd64/ ##Costa Rica #PKG_PATH=http://mirrors.ucr.ac.cr/OpenBSD/5.5/packages/amd64/ ##Czech Republic #PKG_PATH=http://mirror.steadynet.cz/pub/OpenBSD/5.5/packages/amd64/ ##Denmark (Aalborg) #PKG_PATH=http://ftp.openbsd.dk/pub/OpenBSD/5.5/packages/amd64/ ##Estonia (Tallinn) #PKG_PATH=http://ftp.aso.ee/pub/OpenBSD/5.5/packages/amd64/ ##Estonia (Tallinn) #PKG_PATH=http://ftp.estpak.ee/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=http://ftp.fr.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=http://ftp2.fr.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=http://mirrors.ircam.fr/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Erlangen) #PKG_PATH=http://openbsd.cs.fau.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Berlin) #PKG_PATH=http://ftp.spline.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Oldenburg) #PKG_PATH=http://ftp.bytemine.net/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Aachen) #PKG_PATH=http://ftp.halifax.rwth-aachen.de/OpenBSD/5.5/packages/amd64/ ##Germany (Hamburg) #PKG_PATH=http://artfiles.org/OpenBSD/5.5/packages/amd64/ ##Germany (Frankfurt) #PKG_PATH=http://ftp.hostserver.de/pub/OpenBSD/5.5/packages/amd64/ ##Greece (Heraklion) #PKG_PATH=http://ftp.cc.uoc.gr/mirrors/OpenBSD/5.5/packages/amd64/ ##Hungary (Budapest) #PKG_PATH=http://ftp.fsn.hu/pub/OpenBSD/5.5/packages/amd64/ ##Indonesia (Surabaya, Java) #PKG_PATH=http://kartolo.sby.datautama.net.id/pub/OpenBSD/5.5/packages/amd64/ ##Ireland (Dublin) #PKG_PATH=http://ftp.heanet.ie/pub/OpenBSD/5.5/packages/amd64/ ##Italy (Rome) #PKG_PATH=http://openbsd.mirror.garr.it/pub/OpenBSD/5.5/packages/amd64/ ##Japan (Ishikawa) #PKG_PATH=http://ftp.jaist.ac.jp/pub/OpenBSD/5.5/packages/amd64/ ##Japan (Saitama) #PKG_PATH=http://www.ftp.ne.jp/OpenBSD/5.5/packages/amd64/ ##The Netherlands (Utrecht) #PKG_PATH=http://ftp.nluug.nl/pub/OpenBSD/5.5/packages/amd64/ ##The Netherlands (Ede) #PKG_PATH=http://ftp.bit.nl/pub/OpenBSD/5.5/packages/amd64/ ##Pakistan (Karachi) #PKG_PATH=http://stingray.cyber.net.pk/pub/OpenBSD/5.5/packages/amd64/ ##Poland (Oswiecim) #PKG_PATH=http://piotrkosoft.net/pub/OpenBSD/5.5/packages/amd64/ ##Poland (Warszawa) #PKG_PATH=http://ftp.icm.edu.pl/pub/OpenBSD/5.5/packages/amd64/ ##Russia (Moscow) #PKG_PATH=http://mirror.yandex.ru/pub/OpenBSD/5.5/packages/amd64/ ##Saudi Arabia (Riyadh) #PKG_PATH=http://mirrors.isu.net.sa/pub/ftp.openbsd.org/ ##Slovenia (Ljubljana) #PKG_PATH=http://www.obsd.si/pub/OpenBSD/5.5/packages/amd64/ ##South Africa (Johannesburg) #PKG_PATH=http://mirror.is.co.za/mirror/ftp.openbsd.org/ ##Spain (Oviedo) #PKG_PATH=http://mirror.codigo23.net/pub/OpenBSD/5.5/packages/amd64/ ##Sweden (Stockholm) #PKG_PATH=http://ftp.eu.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Switzerland (Zurich) #PKG_PATH=http://mirror.switch.ch/ftp/pub/OpenBSD/5.5/packages/amd64/ ##Switzerland (Zurich) #PKG_PATH=http://ftp.ch.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Kent) #PKG_PATH=http://www.mirrorservice.org/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Manchester) #PKG_PATH=http://mirror.bytemark.co.uk/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Oxford) #PKG_PATH=http://mirror.ox.ac.uk/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (London) #PKG_PATH=http://mirror.exonetric.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Redwood City, CA) #PKG_PATH=http://ftp5.usa.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Boulder, CO) #PKG_PATH=http://ftp3.usa.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Chicago, IL) #PKG_PATH=http://mirror.team-cymru.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Chicago, IL) #PKG_PATH=http://mirror.planetunix.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Rochester, NY) #PKG_PATH=http://filedump.se.rit.edu/pub/OpenBSD/5.5/packages/amd64/ ##USA (Pittsburgh, PA) #PKG_PATH=http://openbsd.mirrors.hoobly.com/ ##USA (Pittsburgh, PA) #PKG_PATH=http://openbsd.mirrors.pair.com/ ##USA (Arlington Heights, IL) #PKG_PATH=http://mirrors.gigenet.com/pub/OpenBSD/5.5/packages/amd64/ ##USA (Dallas, TX) #PKG_PATH=http://mirror.esc7.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Denver, CO) #PKG_PATH=http://openbsd.mirrorcatalogs.com/pub/OpenBSD/5.5/packages/amd64/ ##USA (New York City, NY) #PKG_PATH=http://mirrors.nycbug.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Boise, ID) #PKG_PATH=http://mirrors.syringanetworks.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Harrisonburg, VA) #PKG_PATH=http://mirror.jmu.edu/pub/OpenBSD/5.5/packages/amd64/ ##USA (Rochester, NY) #PKG_PATH=http://openbsd.mirror.frontiernet.net/pub/OpenBSD/5.5/packages/amd64/ ## ## FTP MIRROR LIST: ## ##Australia (Adelaide) #PKG_PATH=ftp://mirror.internode.on.net/pub/OpenBSD/5.5/packages/amd64/ ##Australia (Perth) #PKG_PATH=ftp://ftp.iinet.net.au/pub/OpenBSD/5.5/packages/amd64/ ##Austria (Vienna) #PKG_PATH=ftp://ftp5.eu.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Austria (Vienna) #PKG_PATH=ftp://ftp2.eu.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Belgium (Brussels) #PKG_PATH=ftp://ftp.belnet.be/pub/OpenBSD/5.5/packages/amd64/ ##Brazil (Sao Paulo) #PKG_PATH=ftp://openbsd.locaweb.com.br/pub/OpenBSD/5.5/packages/amd64/ ##Canada (Alberta) #PKG_PATH=ftp://ftp.OpenBSD.org/pub/OpenBSD/5.5/packages/amd64/ ##Canada (Kingston, ON) #PKG_PATH=ftp://athena.caslab.queensu.ca/pub/OpenBSD/5.5/packages/amd64/ ##Canada (Toronto, ON) #PKG_PATH=ftp://openbsd.cs.toronto.edu/pub/OpenBSD/5.5/packages/amd64/ ##Costa Rica #PKG_PATH=ftp://mirrors.ucr.ac.cr/OpenBSD/5.5/packages/amd64/ ##Czech Republic #PKG_PATH=ftp://mirror.steadynet.cz/pub/OpenBSD/5.5/packages/amd64/ ##Denmark (Aalborg) #PKG_PATH=ftp://ftp.openbsd.dk/pub/OpenBSD/5.5/packages/amd64/ ##Estonia (Tallinn) #PKG_PATH=ftp://ftp.aso.ee/pub/OpenBSD/5.5/packages/amd64/ #Estonia (Tallinn) #PKG_PATH=ftp://ftp.estpak.ee/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=ftp://ftp.fr.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=ftp://ftp2.fr.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##France (Paris) #PKG_PATH=ftp://mirrors.ircam.fr/pub/OpenBSD/5.5/packages/amd64/ ##France (Rennes) #PKG_PATH=ftp://ftp.irisa.fr/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Erlangen) #PKG_PATH=ftp://openbsd.cs.fau.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Berlin) #PKG_PATH=ftp://ftp.spline.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Esslingen) #PKG_PATH=ftp://ftp-stud.fht-esslingen.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Oldenburg) #PKG_PATH=ftp://ftp.bytemine.net/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Aachen) #PKG_PATH=ftp://ftp.halifax.rwth-aachen.de/pub/OpenBSD/5.5/packages/amd64/ ##Germany (Frankfurt) #PKG_PATH=ftp://ftp.hostserver.de/pub/OpenBSD/5.5/packages/amd64/ ##Greece (Heraklion) #PKG_PATH=ftp://ftp.cc.uoc.gr/mirrors/OpenBSD/5.5/packages/amd64/ ##Hungary (Budapest) #PKG_PATH=ftp://ftp.fsn.hu/pub/OpenBSD/5.5/packages/amd64/ ##Ireland (Dublin) #PKG_PATH=ftp://ftp.heanet.ie/pub/OpenBSD/5.5/packages/amd64/ ##Italy (Rome) #PKG_PATH=ftp://openbsd.mirror.garr.it/pub/OpenBSD/5.5/packages/amd64/ ##Japan (Ishikawa) #PKG_PATH=ftp://ftp.jaist.ac.jp/pub/OpenBSD/5.5/packages/amd64/ #Japan (Saitama) #PKG_PATH=ftp://ftp.kddilabs.jp/OpenBSD/5.5/packages/amd64/ ##The Netherlands (Utrecht) #PKG_PATH=ftp://ftp.nluug.nl/pub/OpenBSD/5.5/packages/amd64/ ##The Netherlands (Ede) #PKG_PATH=ftp://ftp.bit.nl/pub/OpenBSD/5.5/packages/amd64/ ##Pakistan (Karachi) #PKG_PATH=ftp://stingray.cyber.net.pk/OpenBSD/5.5/packages/amd64/ ##Poland (Oswiecim) #PKG_PATH=ftp://ftp.piotrkosoft.net/pub/OpenBSD/5.5/packages/amd64/ #Poland (Warszawa) #PKG_PATH=ftp://ftp.icm.edu.pl/pub/OpenBSD/5.5/packages/amd64/ ##Russia (Moscow) #PKG_PATH=ftp://mirror.yandex.ru/pub/OpenBSD/5.5/packages/amd64/ ##Saudi Arabia (Riyadh) #PKG_PATH=ftp://mirrors.isu.net.sa/pub/ftp.openbsd.org/ ##Slovenia (Ljubljana) #PKG_PATH=ftp://ftp.obsd.si/pub/OpenBSD/5.5/packages/amd64/ ##South Africa (Johannesburg) #PKG_PATH=ftp://ftp.is.co.za/mirror/ftp.openbsd.org/ ##Spain (Oviedo) #PKG_PATH=ftp://mirror.codigo23.net/pub/OpenBSD/5.5/packages/amd64/ ##Sweden (Stockholm) #PKG_PATH=ftp://ftp.eu.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Switzerland (Zurich) #PKG_PATH=ftp://mirror.switch.ch/pub/OpenBSD/5.5/packages/amd64/ ##Switzerland (Zurich) #PKG_PATH=ftp://ftp.ch.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##Turkey #PKG_PATH=ftp://ftp.ulak.net.tr/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Kent) #PKG_PATH=ftp://ftp.mirrorservice.org/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Manchester) #PKG_PATH=ftp://mirror.bytemark.co.uk/OpenBSD/5.5/packages/amd64/ ##United Kingdom (Oxford) #PKG_PATH=ftp://mirror.ox.ac.uk/pub/OpenBSD/5.5/packages/amd64/ ##United Kingdom (London) #PKG_PATH=ftp://mirror.exonetric.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Redwood City, CA) #PKG_PATH=ftp://ftp5.usa.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Boulder, CO) #PKG_PATH=ftp://ftp3.usa.openbsd.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Chicago, IL) #PKG_PATH=ftp://mirror.team-cymru.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Chicago, IL) #PKG_PATH=ftp://mirror.planetunix.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Rochester, NY) #PKG_PATH=ftp://filedump.se.rit.edu/pub/OpenBSD/5.5/packages/amd64/ ##USA (Pittsburgh, PA) #PKG_PATH=ftp://openbsd.mirrors.pair.com/ ##USA (Dallas, TX) #PKG_PATH=ftp://mirror.esc7.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (New York City, NY) #PKG_PATH=ftp://mirrors.nycbug.org/pub/OpenBSD/5.5/packages/amd64/ ##USA (Boise, ID) #PKG_PATH=ftp://mirrors.syringanetworks.net/pub/OpenBSD/5.5/packages/amd64/ ##USA (Harrisonburg, VA) #PKG_PATH=ftp://mirror.jmu.edu/pub/OpenBSD/5.5/packages/amd64/ ##USA (Rochester, NY) #PKG_PATH=ftp://openbsd.mirror.frontiernet.net/pub/OpenBSD/5.5/packages/amd64/ ## Do *not* comment the following line export PKG_PATH