Hiten Pandya has finished the if_xname work; you can now do:

# ifconfig fxp0 name 'LAN'
# ifconfig fxp1 name 'WAN'


And then refer to these network interfaces by the ‘LAN’ and ‘WAN’ names. These are aliases, not changed names, so the original names – fxp0 and fxp1 in this example – will still exist.