A couple things you could do here. Assuming you're using 5.7:

1. Use an addon called "Under Construction":http://www.concrete5.org/marketplace/addons/under-construction...

2. Sometimes I just set up a re-direct to another folder (ex. redirect to: mywebsite.com/coming-soon-folder). There are some re-direct addons in the marketplace.

Then... simply login to your site (go to: mywebsite.com/index.php/login (no index.php if you enabled clean urls)).
Once you're done developing the site, then simply remove the redirect.

Hope that helps.

Use the old fashioned 'index.html'. That page will be seen by all. Then when you've finished setting up your C5 site remove 'index.html'.