Does anyone know which, if any, of the OpenBSD mirror sites has iso images of version 3.5 available for download?

They don't offer full ISO downloads. Only the boot iso's. You can buy the full Discs or install via ftp using a cdboot image or a floppy boot image. The ftp install is pretty fast and painless.

...or you can ftp their server and download file by file and then burn the cd's, but that's just WAAAYYYYYYY boring!

Personally, I agree with Marble. The ftp install is slick n' quick!

Unofficial sources of OpenBSD 3.5 ISO is available. I have downloaded the entire 3.5 (a total of 324 MB) ISO.

The link: ftp://ftp.zedz.net/pub/OpenBSD.iso/

The layout of the OpenBSD CDs is copyrighted. You're supposed to either support the project by buying the CDs (very reasonably priced, and you get neat stickers!) or use the ftp/http install method. People may construct their own ISO images from an install set they create and distribute them, but you're not allowed to offer up an ISO image of one of the commercial CDs, that breaks copyright law and hence is illegal.

By the way, any "unofficial" images of any OS could very well be trojaned and should not be trusted.

Here is an unofficial CD set for OpenBSD 3.5. It's provided by Vanderbilt University out of Nashville. I'm pretty apt to trusting these guys, so you can feel safe that it's not trojaned or anything.

However, if you had the bandwidth to download an image, you have enough bandwidth to either wget the installation tree for 3.5, or do an FTP install. ISO images aren't the only way. Personally, I'm thinking of keeping mirrors of my frequently used installation sources on a USB 2.0 hard drive, just so I don't have to fool with how slow an FTP install can be. Heck, compared to a hard drive, even a CD-ROM based install is a little slow.