How to write an embeddable widget using jQuery

I would like to write a widget that users can embed on any page.

The widget's functionality is irrelevant, but let's say that it will show a list of bands from my website.

I'm trying to figure out the perfect way to embed this widget, and here's some criteria:
- The code that should be embedded should be as small as possible
- The widget will need the jQuery library to be available. If it is not already loaded, it should load it, but leave no trace of it afterwards.
- The widget should not in any way disturb already running javascript on the page
- The widget should slow down page load as little as possible. It must not make the page hang until the complete widget has been loaded.
- The widget should only fetch its content once the complete page has loaded, as not to disturb the original user experience

The optimal would be a line like this:
<script type="text/javascript" src="myWidgetUrl"></script>

Which would fetch less than 1kb of code, which can be cached without need to reload if another page also contains the widget.

All this initial code needs to do is bind a function to the onload event, to be executed once the page has loaded.

I can write something that will work, but I would like if anybody's got any input, and maybe together we can figure out the perfect implementation and publish it as an example of how to write your own embeddable widget.

- Jakob