I’ve noticed that if you have older pkgsrc packages installed, and install binary packages for pkgsrc-2010Q2, those packages will refuse to install if pkg_install is an older version than what they were built with.
I ended up force-deleting pkg_install and bmake, and reinstalling by running pkgtools/bootstrap/bootstrap. There may be better solutions; I’m mentioning it now since it’s a known problem.
Update: “bmake replace USE_DESTDIR=yes” was suggested by Joerg Sonnenberger. “pkg_add -u /path/to/newer/pkg_install” should also work (untested).
This will probably apply to the upcoming pkgsrc-2010Q3, too. Building from source is a workaround for now.