What kind of data transfer did you have in mind?
Import Records is the most straight forward way to move large blocks of data from one table to another and it comes with a progress bar built in if the amount of data to transfer is large enough that one is needed.
If you are using some kind of looping script to transfer data, it's possible to create your own progress bar fairly easily without resorting to a plug in to do so.
Building a progress bar is not so difficult. Total records/100 and set a repeating field with conditional formatting to show the progress per unit. Some people have use charts for this.