Tested using stage3-amd64-20090514.tar.bz2 The Gentoo Handbook tells users to use mirrorselect without instructions on installing it, but it is not included in stage3 (and even states that it's "provided"). I'm not sure whether this should be considered a bug in the documentation or a bug with the stage3 tarball. mirrorselect is a useful tool for new users to select appropriate geographically local mirrors, so unless there's a reason for its removal (I searched but found no bugs on this), I would suggest it's a bug with the stage3.
Just got pointed at the fact that mirrorselect is instructed to be run before chrooting, so this isn't a valid bug.