New this build: loader layouts! These allow you to set the first layout as a custom loading screen. Obviously you want to keep as little artwork as possible on this layout so it loads quickly. However it allows you to create a customised loading screen or progress bar using all the power of Construct 2's engine. This should help create a distinctive look and feel for your game right from the moment the progress bar appears, and help get rid of that "stock engine" feel. You could even make a little mini-game on the loading screen! Note some unsurprising limitations on loader layouts: you cannot create or spawn objects not on the loader layout, and you cannot change to a different layout before the 'On loading finished' trigger fires.
There are also some new options to customise the default loading bar. This is still relevant with a loader layout, because the default loader is still shown while the loader layout is itself loading. So the flow goes: default loader -> loader layout -> game ready to run. If you like you can disable the default loader completely ("nothing" setting), which means nothing will be shown at all while the loader layout is itself loading. However I would use at least the percentage text so users on slow connections get some kind of feedback while the loader layout loads.
By popular demand you can now also load Sprite and Tiled Background images from a URL. Also note the new progress events for long-running AJAX requests. Both should be useful with the project files feature.