While OpenBSD is available via CD-ROM and on the Net, you have an even wider range of choices for installation. The fastest and easiest way to install is from an OpenBSD CD-ROM. This eliminates many network issues that can complicate what should be a simple install.
If you don't have an OpenBSD CD-ROM, but you do have an Ethernet connection to the Internet, FTP installs are an excellent choice. If you choose to install from a reasonably close mirror site, and you have sufficient bandwidth, FTP installs are quite fast and reliable.
You can also install over HTTP. You're stuck with the inherent limitations of the HTTP protocol when installing via the Web; HTTP does not include the error-correcting protocols found in FTP. You might use this if you're behind a Web-only proxy server or if your closest mirror only speaks HTTP.
You can also install from a local FAT or EXT2 file system, such as found on many Microsoft or Linux machines. Your system must be partitioned properly for this to work (see "Partitioning"). This would allow you to "upgrade" part of your system to OpenBSD, which is especially useful on multiple-boot systems. To do this, just download the parts you need from the release directory on a FTP server. If you're not sure which parts you need, you can safely download the entire release directory for your architecture — it'll take up a little more room, but will ensure you have everything you might need.
Finally, you can download the files you need and make your own local OpenBSD install server.
One reason ISOs are popular is that you can reuse them to install many machines at the cost of a single download. If you want to install a few (or many!) OpenBSD machines without buying a CD-ROM, and yet without using up bandwidth for each install, just download the entire release directory for your architecture. If you copy these files to a local FTP or HTTP [1] server, you can install any number of machines from these files. All you need to know is how to connect to this server, and any user names and password required to access it.
You only need to download the directories for the architectures you need. If you know exactly what you want to install, you only need to download the installation sets you plan to install (see "Distribution Sets").
[1]Some architectures also support installs over NFS, but not all of them, so we won't cover it here.