Here’s a true Javascript gem, that doesn’t require JQuery. It weights in at 8k minified and only takes a few lines of CSS, there’s plenty of styles to pick from and its stupidly easily to implement (I’ve already stuck it on my portfolio redesign).  

Just stick it as the first script in your head file and the CSS right below it and without any effort, you know have a loader bar. 

For live demos go to the github page to nab it :D

Remember, its all about intent. You probably won’t need/want this on a blog, but for a media rich site, it helps communicate the page progress.