I just learned of sysutils/bsdadminscripts after my previous post about how hard it was to use packages only in FreeBSD. Well, I think I found a partial solution to my problem, as the bsdadminscripts port contains a pkg_upgrade utility, which is able to update your system without a ports tree available, as long as the INDEX file exist on the packages server.
I now use this in combination with my port tinderbox, building the packages I want for my laptop. Then I generate the INDEX file in the tinderbox ports tree, and put it into the packages folder of the tinderbox. Voila! I can now use pkg_upgrade -a, and all packages are upgraded to the latest version.
There are a few things that I think can be improved: Have the tinderbox scripts automatically generate the INDEX file and putting it into the packages directory with a simple command or just do it on an update of the ports tree. The other thing is what I mentioned in my previous post about keeping the official packages properly up to date.