This was a fresh install and I believe I chose 'Full installation'.
Here is the output when trying to install /usr/pkgsrc/x11/xf86-video-radeonhd:
http://rapidshare.com/files/199770219/outp.html
and my mk.conf does have X11_TYPE=modular in it.
Also xfce4 is working with vesa driver. I don't know if that proves I have all the X11 packages or not...