I need a plugin that would let users know that the page is loading (10-15 seconds) instead of displaying a blank page. Any ideas?
Since the plugin won't show until the page has loaded, no. The right way to attack this problem is to find out why the page takes so long to load and fix that.
Yes... cache your site using wp supercache http://wordpress.org/extend/plugins/wp-super-cache/. The latest version works great and does effect your load times if your site is resource intensive or has a lot of images.
Well, caching is not the issue. I am using a plugin that already supports caching but from time to time it has to perform various operations and then the page loading takes a lot of time. And since there is an option to set priorities when executing plugins, I was wondering if there is a pugin that would display something (loading animation or something similar) and then the other plugin would get executed.
Wordpress plugins are part of the page they're on - you can't send one plugin, part of the page, then display the page, then send the rest. You can - if you write the site yourself - determine the order in which code is loaded (for example, Javascript after the </body> tag gets loaded after the page is loaded), but if you use Wordpress, and you don't want to completely rewrite it, you have no control over that.