It might not be the 'right' way to do things, but I've had no trouble
upgrading machines remotely. YMMV, depending on how busy the thing is.

What I would do is:

Download the relevant *37.tgz and bsd files.
Comment stuff out of rc.conf.local and/or rc.local to reduce what gets
started on boot. In particular, disable startup of anything out of
packages.

Copy the 3.7 bsd into /.
Reboot.
In /, use tar zxfp to unpack the relevant *37.tgz files, one at a
time. Do not include etc37.tgz or xetc37.tgz.

Repeat everything for 3.8.
Repeat everything for 3.9.
Reboot.

Update your /etc stuff. I use mergemaster, but there are other ways of doing it.

Update your packages to 3.9. Try the -i option on pkg_add.
Reenable stuff in rc.conf.local and rc.local as appropriate.
Reboot.

You might want to remove cruft in the base system left over from
superceded versions of the OS.

--
Christopher

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