If you’re interested in learning about using Ajax with WordPress then you should grab yourself a copy of the free WordPress and Ajax ebook. WordPress and Ajax is a comprehensive review of using Ajax with WordPress. From the website:
The book contains three real-life examples that provide the rationale and logic behind coding decisions, the reasons for Ajax’s use, and the steps from inception to completion of the examples.
The book works through three main stages:
Foundation: get a good foundation for sending your first Ajax request;
Sending that First Request: learn the code to send your first request and carry out server-side work;