[Phanx]

Originally Posted by pingumania and here for the TradeSkillFrame if (not TradeSkillFrame) then     LoadAddOn('Blizzard_TradeSkillUI') end -- stuff happens here But still I wonder if this is a good way to do it.

That isn't; you should avoid forcibly loading any Blizzard addons, as they're not designed to handle that and you may cause other problems. A better way:

local function setupTradeSkillUI()
   -- stuff happens here
end
if TradeSkillFrame then
   setupTradeSkillUI()
else
   local f = CreateFrame("Frame")
   f:RegisterEvent("ADDON_LOADED")
   f:SetScript("OnEvent", function(f, event, name)
      if name == "Blizzard_TradeSkillUI" then
         setupTradeSkillUI()
      end
   end)
end

If you end up needing to wait for multiple addons to load, you can do it all from one frame:

local setupFuncs = {}

-- Blizzard_TradeSkillUI
tinsert(setupFuncs, function()
   if not TradeSkillFrame then
      return true
   end
   -- do your stuff here
end)

-- Some other addon
tinsert(setupFuncs, function()
   if not MagicalUnicornsFrame then
      return true
   end
   -- do stuff with MagicalUnicornsFrame and/or the addon that created it
end)

local f = CreateFrame("Frame")
f:RegisterEvent("ADDON_LOADED")
f:SetScript("OnEvent", function()
   for i = #setupFuncs, 1, -1 do
      local tryAgain = setupFuncs[i]()
      -- If it returned true, keep it and try again on the next event,
      -- otherwise it's done, so remove it from the table.
      if not tryAgain then
         tremove(setupFuncs, i)
         -- ^ Removing entries as we go is why we're looping backwards.
      end
   end
end)

I use this tactic in a few personal addons (border, general mods, etc.). The reason for using a simple list (indexed table) instead of using addon names as table keys is that not all addons are ready to hook/modify as soon as they load. Depending on what addons you're waiting for, you may need to listen for additional events to detect when they're ready to do stuff with.