show loading icon until the page is load?

The easiest way to put the loader in the website.

HTML:

<div id="loading"></div>

CSS:

#loading {
position: fixed;
width: 100%;
height: 100vh;
background: #fff url('images/loader.gif') no-repeat center center;
z-index: 9999;
}

JQUERY:

<script>
jQuery(document).ready(function() {
    jQuery('#loading').fadeOut(3000);
});
</script>

HTML

<body>
    <div id="load"></div>
    <div id="contents">
          jlkjjlkjlkjlkjlklk
    </div>
</body>

JS

document.onreadystatechange = function () {
  var state = document.readyState
  if (state == 'interactive') {
       document.getElementById('contents').style.visibility="hidden";
  } else if (state == 'complete') {
      setTimeout(function(){
         document.getElementById('interactive');
         document.getElementById('load').style.visibility="hidden";
         document.getElementById('contents').style.visibility="visible";
      },1000);
  }
}

CSS

#load{
    width:100%;
    height:100%;
    position:fixed;
    z-index:9999;
    background:url("/loading.gif") no-repeat center center rgba(0,0,0,0.25)
}

Note:
you wont see any loading gif if your page is loaded fast, so use this code on a page with high loading time, and i also recommend to put your js on the bottom of the page.

DEMO

http://jsfiddle.net/6AcAr/ - with timeout(only for demo)
http://jsfiddle.net/47PkH/ - no timeout(use this for actual page)

update

http://jsfiddle.net/d9ngT/