If you want to add some AJAX flavour to your ASPX pages running on SharePoint you need to perform a few actions:
- install ASP.NET AJAX on servers in your farm
- extend SharePoint web.config file with Microsoft ASP.NET AJAX
- add ScriptManager either in the master page you’re using (prefferable) or in all pages that employ AJAX
The above listed steps are well described in the following article: Integrating ASP.NET AJAX with SharePoint.
However, at the end of the day you may (and probably will) end up with some problems during development. In short, not all works as it’s supposed to and how it does in a regular web project. One of the issues I had recently was UpdatePanel which made my page not working after a while.
Basically, I had an ASPX with some controls that had event handlers assosiated with them (e.g. buttons with onclick’s). There too was an UpdatePanel which was triggered by an event, let’s say “Click” perfomed on a button. This event made the UpdatePanel reload, BUT ONLY FOR THE FIRST TIME. Once reloaded, none of the handlers assosiated with any of the controls on the page worked.