From the "that's such a good idea, and so simple - why isn't it done more often?" files comes Marko Dugonjic's CSS image preloader. By specifying a simple "loading" animated gif as a background image for content images, users on slow connections can see that there is supposed to be something there, and it's making its way to them, however slowly. Check out the example page if my description doesn't  make sense.

My only modification to this example would be to have the animation consistently move left-to-right, instead of going left-to-right and then right-to-left. The right-to-left motion, to my mind, indicates that now the image is unloading!