... it's not well suited to provide a "Please Wait" screen. Specifically, it doesn't allow you to remove any "Please Wait" messages you have sent* (without using ill-supported Server Pushes).

I'll be the first to admit that server-push isn't well supported in most browsers, however, for any CSS aware browser, if they have javascript turned on, you can get around the problem.

Basically, you do the following logic:

   print a block of text in a named div
   loop:
      (wait)
      emit javascript to set the last named div to 'hidden'
      print the next block of text in  a named div
   (repeat the loop)
[download]

I'll admit, it's not the most friendly way of doing things, but it doesn't require java or flash to be installed, and it will still get to the results (although, leave other stuff on the screen), even if the javascript isn't turned on. (assuming you don't load the text to come up in a hidden element, and then use javascript to unhide it as to hide the otherone)