You should be able to use the Load event on the Form class to check
this. Of course, if you do other things in the form that take time, you
might want to expose a custom event. After all, the form can't really know
what other code is running, so you have to be a little explicit about what
you are doing.
unload event i believe is the last event to run, this event is typically
used to free resources that must be explicitly released. This is beyond the
rendering event phase so you shouldnt be able to imact the client. You
probably dont want to code this event unless you have a very specific reason
too (and this is definitely the wrong place to close a db connections). What
exactly are you trying to accomplish?