I recently completed a new article for .NET Insight that discusses different ways to provide visual feedback to end users as asynchronous postback requests are made from AJAX-enabled pages.  The first technique discussed is the UpdateProgress control which is extremely simple to get going and doesn't require any knowledge of JavaScript out of the box.  The second technique uses the PageRequestManager client-side class to animate an UpdatePanel as a partial-page update occurs.  The article and associated code can be viewed at the following URL:

http://www.ftponline.com/channels/net/2007_06/dwahlin3/