Every AJAX app has them. Whether they are necessary in every case(or ever) is debatable . Preloaders.net has them in 3d, 2d, and allows you to show the world that your app is making progress . Brevity aside, they have a decent selection of configurable loading animations that are easy to export to .gif . You can configure background and foreground color, as well as animation speed and size. Definitely a site worth bookmarking for the 1 or 2 times you would ever need it.
I previously posted about another similar site HERE .