I have often made a the entire page content fade in when loading a page. It seems to give a nice effect. I use jQuery to do this. In the example below I have coloured the page red for highlighting purposes.
See demo.
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<title>Body Fade In</title>
<style type="text/css">
body
{
font-family:Sans-serif;
color:#FF0000;
}
</style>
<script src="http://www.google.com/jsapi"></script>
<script>
google.load("jquery", "1");
google.load("jqueryui", "1");
</script>
<script>
$(document).ready(function()
{
$('body').hide().fadeIn(2000);
});
</script>
</head>
<body>
<h1>Hello World!</h1>
</body>
</html>