I have always used this preloader here for my sites:
http://www.kirupa.com/developer/mx/percentagepreloader.htm
but I have seen great ones on sites that have an animation of the preloader dissapearing in some sort of animation when loaded. But yet you dont see the animation again if you visit the page again - am i making myself clear?
I thought of putting the animation at the start of my main site (after the preloader) but of course, if i did this, it would be seen everytime the page was viewed. On many sites, this doesn’t happen. - how 
Thank you.