Do you mean games on the site? Because those load very fast for me, so I don't need to do anything else. Sometimes if it's laggy I read the comments for a bit, but otherwise I don't have much of a wait.
But if it's a big game like WoW (which also loads rather fast when I play it) I get up and take a 10 - 20 minute break from the computer. Stretch, get a drink, let my eyes take a break as well.