The way I do it is set the site status to offline, then I create my offline resource+template to be my "under construction" page.
If you DON'T want to be offline, then what you're asking is to have an "under construction" message on each possible resource. If that's the case, then just create some text or an image and put that in each resource until you've fully edited the page.
I did this for a client. They gave me 20 pages they wanted, so I created all the pages for them, with a "coming soon" text in each resource. The client is now editing each page as they see fit and removing my placeholder text.
