The "only" problem - and not really a little one - with OpenBSD for the specific purpose of acting as a wireless access point is that the state of its 802.11 drivers and stack is far from desirable.
First and foremost, there are currently only two WiFi chipsets worth looking at in the case of being used in "Host AP" mode on OpenBSD, and both of them have problems: the athn(4) driver for the Atheros family of chipsets is the only 802.11 driver in OpenBSD that supports powersaving clients when in Host AP mode - and believe me, this is very important for the routers' quality of service - but it suffers some as-of-yet resolved problem causing a notable amount of transmission errors for UDP traffic (no problems with TCP traffic, though). The ral(4) driver supporting the Ralink family of chipsets DOES NOT support powersaving clients currently, and it's a major problem, but the ral(4) driver is otherwise perfect, and in my personal experience the Ralink chipsets have the absolutely best signal quality, lowest transmission latency and least problems with signal distortion of all WiFi hardware I've used.
Secondly, there is the smaller problem of OpenBSD's 802.11 stack not yet having 11n support. For most users, me included, this won't matter at all.
I've been using OpenBSD profesionally and personally at home for about 14 years now, of which the past 7 years it has seen use in mine and friends' homes as a home router, often with WiFi capabilities. The OS itself is excellent for this and I'm most pleased with it for this particular purpose, but the 802.11 drivers' current state is plain and simply underdeveloped.
My advice to the original poster, or anyone else who is considering OpenBSD for a WiFi router, is to go with a card supported by the ral(4) driver ( incomplete device list here: http://www.openbsd.org/cgi-bin/man.cgi?query=ral&apropos=0&sektion=0&manpath=OpenBSD+Current&arch=i386&format=html
), and try to live with the problems of lacking support for powersaving clients, or work around them by either disabling PSM on your clients if this is possible, or preventing the client devices' 802.11 chip from entering PSM. I've been using a ral(4) device for my OpenBSD router for a bit more than 5 years now, and, despite of its problems, it's for the moment definitely a better choice than an athn(4) device.