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 .
One of the great things about Firebug is the pluggable format that allows other developers to add features and functionality to firebug. I use two firebug addons that provide their own unique value, and have nice integration points within firebug.
The first, is YSLOW, by Yahoo. It analyzes your pages, and provides performance statistics as well as recommendations on how you can make your page/site load faster. I have been using YSLOW for about a year, and it is a great way to benchmark pages and page elements.
The newest addon that I am just now trying out is Firescope codeburner by Sitepoint. It provides context menus, and a search interface that provide you reference information on html elements, attributes and css properties. So you can tell within one panel whether the changes you are planning to make on a css element will work in IE7, or Firefox, or Opera. I am still getting used to integrating into my workflow, but thus far it seems like a great tool.
I suggest you try not only Firebug, but try extending the functionality and hence the value of an already great plugin, by installing these other addons.