Progress bars are really useful to indicate to user that something happens and when it will be approximately done. They are useful on page where assets should be preloaded before page is shown to user. That’s why is important that progress bar code is light weight so it can be loaded really fast at the start.
jQuery UI have progress bar widget and you can find a lot of other plugins which do the same thing. But if you learn how to write your own progress bar you’ll have more ability to change and adjust to your needs. And it’s only 4 lines of jQuery code.