Firefox only: Firefox 3.7 is scheduled to push page-loading progress bars into tabs, but for those of you who want to stay on the cutting edge, the feature is available now with the aptly named Tab Progress Bar Firefox extension.
It's a small, 6kb extension that puts a progress bar in the tabs of Firefox, making it easier for you to see the status of all your tabs as they're loading. That's all it does but we're not complaining. It's simple, lightweight and does just what it says.
Tab Progress Bar is a free download, Firefox only.