The default installation of OpenBSD is a little spartan. Is there a guide somewhere that shows how to set up a nicer desktop environment? I don't need a lot of bells and whistles but that window manager is straight out of 1995.
"Is there a guide for setting up an OpenBSD desktop environment?"
Gabriel Hautclocq has written a pretty good explanation of installing Gnome via packages to OpenBSD. The instructions are for 4.8 but I've tried this with 4.9 with no real road blocks. 
Here are some notes I found useful while setting my desktop up:
a) Print the document out. I did this because I had limited access (without having to fire up another machine, Win2K).
b) Take note of the PKG_PATH environment variables. Understand what "uname -r" and "uname -m" does. Set PKG_CACHE to point to a partition or directory that allows you to keep a permanent copy of the files to be downloaded. Use vi instead of nano for editing. It's there & easier to use.
c) Find a close mirror. The download takes quite a while so the closest mirror will help in reducing time to use.
d) Do not try this recipe using a "snapshot" OpenBSD install against the packages. The snapshot stays the same but the package numbers move and the pkg_add install will fail.
e) If you intend to use gnome applications like Evolution check which add-ons you currently use. You are on your own installing extras for applications. Distro's really do a lot of work you don't see. Also check the versions. Evolution on Ubuntu backups didn't work with the version of Gnome on OpenBSD. The data was there but couldn't be imported.
OpenBSD is rock solid. Gnome might hang but the system stays up. A bug in X for me makes Gnome unstable somewhat. There are a few other problems but this is probably particular to my requirements. 
 Gabriel Hautclocq, "Installing Gnome in OpenBSD 4.8"
Yes, I wrote a guide like you want for a BSD Mag, you can download the issue in PDF from their web, the article is called OpenBSD as a Desktop and the issue of BSD Mag has a green cover.