Before i forgot! here is some tunning tips and starting xdm at startup, i'll drop them here and if you wonder what they do try to search the forum and google ( the guys who posted them they provide a lot of explanation specially Andy posts here regard fine tunning OpenBSD
***** NOTE: it's just to give an idea it may not reflect to what do u have in your config files, i just collect it from this forum and internet to boot to gui and gain little speed ******
vi /etc/sysctl.conf
vm.swapencrypt.enable=0
kern.stackgap_random=0
machdep.kbdreset=1
machdep.apmwarn=5
machdep.maxspeed=520
net.inet.tcp.recvspace=65536
net.inet.tcp.sendspace=65536
starting apmd, xdm and hotplugd
vi /etc/rc.conf
apmd_flags=""
hotplugd_flags=""
xdm_flags=""
adding softdep & noatime **depend on ur configuration not exactly the same**
vi /etc/fstab
/dev/wd0a / ffs rw,softdep,noatime 1 1
/dev/wd0b none swap sw 0 0
Turnning off ttyC0 and 1 to use xdm
vi /etc/ttys
ttyC0 "/usr/libexec/getty Pc" vt220 off secure
ttyC1 "/usr/libexec/getty Pc" vt220 off secure
finally the malloc thing in the console
ln -s 'azjgpHR' /etc/malloc.conf
AS I SAID B4 to have an idea you may search for more info
i'm not sure if that will give problems, but for me it looks ok (i only have a suspend problem) and it boots to xdm