If you’re about to start playing with AJAX in ASP.NET it’s a good idea to read this book: ASP.NET AJAX In Action by Alessandro Gallo, David Barkol, Rama Krishna Vavilala (see on amazon).
It very well describes basics of AJAX and shows basic and more advanced techniques of applying it in ASP.NET. There are exaplanations of Microsoft Ajax Library, UpdatePanel, ASP.NET AJAX client components, bulding AJAX-enabled controls, and much, much more. All well written and supported with extensive examples.
