This is a list of Mathematica tips and tricks.
Often you want something like this:
Position[mylist,#!=0&]
which is not syntactically correct in Mathematica (this syntax works in Select[] for instance, but not in Cases[], to me it's a bit inconsistent).
The following almost works:
Position[mylist,Expect[0]]
but it finds the head of your list and apparently other things as well, so you get results like {0}.
It's better to process mylist directly:
Position[#!=0&/@mylist,True]
Use before any (long) loop over $i$:
ProgressIndicator[Dynamic[i], {imin, imax}]
I don't know why it's called "ProgressIndicator" and not "ProgressBar".
You can also use the more informative Monitor[].