Pace makes a beautiful progress indicator for your page load and ajax navigation.
It will automatically monitor your ajax requests, event loop lag, document ready state, and elements on your page to decide the progress. On ajax navigation it will begin again!
Loadie.js is a lightweight jQuery plugin to create a preloader that doesn't suck.
NProgress.js a nanoscopic progress bar inspired by Google & YouTube. Featuring realistic trickle animations to convince your users that something is happening!