When loading, my iPhone apps always loads to a black screen first then pops up the main window--this happens even with a simple empty app with a single window loaded. I've noticed that when loading, most apps zoom in on the main window (or scale it to fit the screen, however you want to think about it) and then load the content of the screen, with no black screen (see the Contacts app for an example).
How do I achieve this effect?
Add a Default.png to your project. This should be the image you want shown instead of the black launch screen.
Also just to save you some time, there is no way to change this image during the runtime of your application. If you look at Apple's Clock application you can see how depending on the last state of the application, the Default.png changes. You cannot do this in your own app because of permission limits. Also, make sure to read the iPhone HIG for best practices on Default.png use, in short, dont use it as a splash screen like Twitteriffic.
You can also take a screenshot of your app as an aid to creating the Default.png - while holding the Home button, press and release the Lock Sleep/Wake button. The screenshot can be find in your Camery Roll library in the Photos app and can be synced back to your desktop.
When the app transitions from the launch image to the actual app content, it should not be jarring to a user - content (text/images) can be added to the screen, but content should never change. If all this leaves you with is an empty blue header, a white body, and a blue footer - then that's all you should have. If you have a persistent tab bar on the bottom & a localized app (different text descriptions), then then launch image should appear with icons but no text. (See Clock.app & Facebook.app for examples.)
Screenshots can also be taken in XCode using the Screenshot tab in the Organizer window and a plugged-in device.