Depends on the box you're connecting to.
You should generally be ok with sparc hardware, as long as you have
a machine on the same network segment that can serve as a boot server
to get things started. Start with diskless(8) - some of this is only
needed when running the OS with root and swap mounted over NFS and
is not necessary when you just want to boot bsd.rd to install onto
local disk.
To netboot most arch you'll be modifying /etc/{ethers,bootparams,hosts}
and setting up tftpd if you don't have one already.
For PCs (i386/amd64) there's less to do, you just need to setup
tftpd and dhcpd, I don't think there's any OS with a simpler netboot
procedure than OpenBSD - I buy the CD sets anyway but haven't used
them in a long time...