Will not necessarily work on all web hosts (will probably never work on a Windows host), as it depends on how they do their buffering, but...
<?php
echo "First<br />";
ob_flush();
flush();
sleep(3);
echo "Last";
Also, browsers may do their own buffering, in which case you may have to add a lot of padding to the above before the browser would actually render the first echo, even if the web server does not override the flushing of the buffer.
If you need a more portable solution, you may have to depend on the client to handle it by using some JavaScript.