From Xilinx application note on FPGA configuration method:
This application note describes a simple and efficient FPGA configuration method that utilizes a microprocessor to configure an FPGA device from a Serial Peripheral Interface (SPI) flash memory. This method reduces hardware components, board space, and costs. Reference hardware design and firmware are included to illustrate the methodology.
If you want a small microprocessor in the FPGA itself this process becomes a “chicken and egg” problem. Its a shame the hard ARM cores in fpgas are so big – they become massive overkill.
The lower end of the Xilinx range (ie. Spartan 6) could do with a few updates, but I suspect the big bucks are all wrapped up in the top end chips.