I am following along this howto that does a lot of custom compiles
  of different packages.  I keep lookin at the Makefile of the
  pkgsrc to see if I can figure out how to change the options, at
  times I can and other times I cannot.

The preferred strategy seems to be to define make variables, and then
have the pkgsrc Makefile test for them and add configure options.
This is harder than it seems because many options cause the list of
installed files to be changed, and then PLIST has to be changed.
Look at net/quagga, wip/quagga-devel, or mail/postfix.

For the most part you can probably get away with editing the pkgsrc
makefile to add configure lines, e.g. in cyrus-imapd/Makefile

CONFIGURE_ARGS+=   --with-cyrus-user=${CYRUS_USER}


-- 
        Greg Troxel <gdt@ir.bbn.com>