Generally before launching a website/ blog in wordpress, designers used to design their site locally in their pc. After everything is done they will upload to webhost. It will consume time and there will be chances of rework.
In this case these under construction themes really work. You can download and activate any under construction theme which displays that site is under construction, if someone visits your site and at the same time you can design your site at backend.
Let us see ultimate wordpress under construction themes,
3.This is a plugin from CSS Jockey. Details.
12.WP-Blueprint under construction theme Demo & Download.