Long caching headers can keep your javascript heavy web-app from being downloaded every time - the first time you hit the url it "installs" (by caching the files) and after that it loads in about the same time as a native app.
To add a splash screen during loading, create a 320x460 .png file, and then link to it in the header:
<link rel="apple-touch-startup-image" href="./startup.png" />
It's good to know; but the only thing I found (note: it was a quick google session) that comes close to this for Android is when using PhoneGap to build a 'native app'.
