Why, in this day and age where everything has to be on-demand, just-in-time, constantly available and preferably fast, would you purposefully make a user wait simply to show them something will be loaded which could have already been there? If your page is there like *snap*, isn't that a good thing? Obviously the user is impatient, because otherwise all the effort of showing loading icons wouldn't be necessary ("it's stuck" after 1 second of loading. "it's super fast!" while clicking all possible buttons right after hitting a submit).
What exactly are you trying to "solve" here? Is it fast but just not fast enough? Do you want to avoid a screen-flicker?
I mean, I understand why you'd want to show loading icons in most situations, but I don't really see why purposefully making someone stare at them would be a good thing?
I use the jQuery plugin called blockUI (jQuery BlockUI Plugin)
It basically blocks and darkens the screen (and shows a "loading" animated gif) while the next page is loaded and prevent users from accidentally double-clicking any buttons.
Or from further interacting with the page when they shouldn't be,
eg the IE progress bar is located at the bottom of the page and not plainly visible.
The other benefit is that it actually informs the user than something is happening, rather than staring at a "stuck" screen.
Hope this helps.