Tracing what is loading

[Harry Putnam <reader@newsguy.com>]

I hope I've used good judgement here.  I'm running 23 but the question
is so basic I thought better to keep the line noise off the devel list
and ask here.

How can I ensure that some specific code of my choosing is loaded at
the earliest possible point when emacs starts.

What I want to do is load something like this:

;;[Tip from Kai G] make loaded files give a message
 (defadvice load (before debug-log activate)
(message "Now loading: %s" (locate-library (ad-get-arg 0))))

That will tell exactly what is loading and in what order.

Maybe there is a better or hopefully simpler way like possibly
compiling something directly into the binary when it is compiled.