Safari 3 has a hidden option to show a circular progress indicator within each tab as it's loading. A nice option, and to enable it, quit Safari and then type this in Terminal:
defaults write com.apple.Safari DebugUsePieProgressIndicator -bool true
Credits to this Flickr page, which shows you what the progress indicator looks like.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20070619053021365