Are you *sure* of that? You might want to read
http://www.schneier.com/paper-pki-ft.txt
OpenBSD is the most secure OS, the devs know what they are doing.. and
they've rejected this as uneccessary.
You can check the MD5 files for the main distribution, and for
packages.. well the official OpenBSD mirrors are all trustworthy--if
they aren't, it will be discovered and they will no longer be official
mirrors.
This isn't a great answer, I know.
-Nick