This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
If you are using a thin client, I'm pretty sure you won't notice anything from this indication to the user when he is waiting for a response. And I have to repeat myself a lot of times with all these extra functionalities: if it was not required, I didn't do it. Power to the KISS-principle
Of course you can add this functionality just because you want to learn something extra and then you can opt for example adding a progress bar to the status bar of your application (client window), that's how Eclipse does it too.