I think one of the coolest things about ASP.NET v3.5 is that they've made it really easy to add AJAX functionality to your web pages.  I mean, hey, if I can pick it up and do it, it can't be too complex, right?  Sometimes, though, your partial-page updates take awhile because of network latency or a lot of processing on the server.  You need a way to let the user know to just be patient and wait a minute before getting overly-excited and clicking that "Submit" button again, and again, and again.  Here's how I do it. 

It's a combination of AJAX, CSS, and an animated .gif file.  Let's say you have an AJAX UpdatePanel and inside it, you've got your data bound web control that's going to display the large data set.  Maybe it's a GridView.  That would look something like this:

<asp:ScriptManager ID="ScriptManager1" runat="server">
</asp:ScriptManager>

<asp:UpdatePanel ID="UpdatePanel1" runat="server">
   <ContentTemplate>
      <asp:GridView runat="server"></asp:GridView>
   </ContentTemplate>
</asp:UpdatePanel>

To make a nice little update indicator, I add an UpdateProgress control just before the UpdatePanel in my code.  The UpdateProgress control code looks something like this: