In 2.0.x this doesn't appear to be an option:

// in /etc/syslog-ng/syslog-ng.conf
include /path/to/syslog-ng/confs/*.conf
// end snip

I found this debated on the ml some time ago:

https://lists.balabit.hu/pipermail/syslog-ng/2002-March/003094.html

And that's pretty much what I want, but it was never implemented it seems.  Or did I miss something?

-Bryan