If you haven’t already done so, check out Big Spaceship’s Pretty Loaded.
Pretty Loaded is an archive of preloaders, created and curated by Big Spaceship. So far it looks like Big Spaceship, Firstborn, Odopod and AgencyNet are the only agencies on the site, but it’s all top-notch work and warrants a look. You can definitely spend a lot of time appreciating the amount of detail that goes into all of the work showcased on the site.
If you’re a Flash developer and would like to learning how to create a preloader of your own, Jamie Kosoy (Big Spaceship’s Senior Developer) has a great article on Adobe’s site on creating a preloader with ActionScript 3.0.