Creating a scene selection menu

Script to load a scene when clicked.

LoadOnClick

using UnityEngine;
using System.Collections;

public class LoadOnClick : MonoBehaviour {

    public GameObject loadingImage;

    public void LoadScene(int level)
    {
        loadingImage.SetActive(true);
        Application.LoadLevel(level);
    }
}

The game object this script is attached to will not be destroyed when a new scene is loaded.

DontDestroy

using UnityEngine;
using System.Collections;

public class DontDestroy : MonoBehaviour {

    // Use this for initialization
    void Awake () {

        DontDestroyOnLoad(gameObject);
    
    }
}

Script to change the music playing after a scene is loaded.

ChangeMusic

using UnityEngine;
using System.Collections;

public class ChangeMusic : MonoBehaviour {

    public AudioClip level2Music;


    private AudioSource source;


    // Use this for initialization
    void Awake () 
    {
        source = GetComponent<AudioSource>();
    }


    void OnLevelWasLoaded(int level)
    {
        if (level == 2)
        {
            source.clip = level2Music;
            source.Play ();
        }
            
    }
}

Script to add the selected scene without destroying objects from the current scene.

LoadAdditive

using UnityEngine;
using System.Collections;

public class LoadAdditive : MonoBehaviour {

    public void LoadAddOnClick(int level)
    {
        Application.LoadLevelAdditive(level);
    }
}

Script to load a scene in the background while the current script plays (Pro only).

ClickToLoadAsync

using UnityEngine;
using System.Collections;
using UnityEngine.UI;

public class ClickToLoadAsync : MonoBehaviour {

    public Slider loadingBar;
    public GameObject loadingImage;


    private AsyncOperation async;


    public void ClickAsync(int level)
    {
        loadingImage.SetActive(true);
        StartCoroutine(LoadLevelWithBar(level));
    }


    IEnumerator LoadLevelWithBar (int level)
    {
        async = Application.LoadLevelAsync(level);
        while (!async.isDone)
        {
            loadingBar.value = async.progress;
            yield return null;
        }
    }
}