BigJ,
To Add to your theme packs you could create your own wait symbols. (The multi colored rotating circle) Have a animation of sonic running while things are loading. Maybe metroid rolling into a ball and back again.
I'm sure youve probly seen this before but the info ON how to do this for those interested in helping out is at
http://www.masellis.com/wait/index.htm
Because this is only one file being replaced it could easily be part of your skin pack cabs
On a side note. I have tested the hell of this ROM in the areas I was having problems. I have found that yet again BigJ made a awesome ROM!