First off, thanks to everyone for all the responses.  Systems administration
is kind of a blind spot for me, so I really appreciate all the insights!

I took Andrew's advice and modified my rc.local to run through the
/usr/pkg/etc/rc.d directory.  However, I have some daemons (apache, tomcat,
samba, postgres) that also want to be notified when the system is shut down.
Since there wasn't an /etc/rc.shutdown.local, I created one and modified
rc.shutdown to invoke that.  I don't know what I did wrong, but the script
seemed to execute all right (I saw the shutdown messages from apache and
postgres), then the system paused and then it seemed to just re-execute my
rc.shutdown.local script endlessly.  I finally had to hit the reset switch.
I played around with the script for a bit, executing it standalone, and it
seemed OK, but when I shut down the same thing happened again, so I just
modified rc.shutdown and added /usr/pkg/etc/rc.d to the "files=`rcorder..."
line.  I'm tempted to go back and modify rc in the same fashion (just for
symmetry), but since everything works now I'm reluctant to touch it.

Again, thanks to everyone for all the ideas.

Cheers!
-- Tracy Nelson