@Chris_H: Compiling into kernel vs. kldload:
1. First, with regards to this thread: To solve a problem, "One does not simply compile a kernel" when kldload is available.
2. You can always load modules, but you cannot un-load what's been compiled into a kernel. For full modules list:
$ ls /boot/kernel
3. Monolithic Kernel vs. Modular Kernel.