If you want to pull off Nicky's idea and want the best results, you would be best taking a screen of the level you are about to start and using that as the loading image.
So, build the game
The level starts
before you touch anything - don't move the player - take a screen shot
use that screen shot as the loading image for that game.
The player will always start in the same place and see the same thing as soon as the level loads.
If you were to have a screenshot of the win zone, the player could enter that in all manner of different ways or angles making the loading screen look like it jumps into place rather than fading into the level.
That's my opinions anyway.
Unfamillia