This repo on github seems to do the job quite well:
https://github.com/blackspikeltd/Xaml-Spinners-WPF
The spinners are all light weight and can easily be placed wherever needed. There is a sample project included in the repo that shows how to use them.
No nasty code-behinds with a bunch of logic either. If MVVM support is needed, one can just take these and throw them in a Grid with a Visibility binding.