With ASP.NET AJAX v1.0 Released, implementing AJAX is easy....
No need to write heavy javascript and plumbing stuff, it is as easy as dragging a control and start doing complex ajax.
Community has provided lots of control toolkit which will help to go ahead...
AJAX ASP.net Weblink : http://ajax.asp.net
Downloading and Installing AJAX Essential Components
1. ASP.NET 2.0 AJAX Extensions 1.0 : http://go.microsoft.com/fwlink/?LinkID=77296
2. ASP.NET AJAX Control Toolkit : http://www.codeplex.com/Release/ProjectReleases.aspx?ProjectName=AtlasControlToolkit
View how AJAX Toolkit work : http://ajax.asp.net/ajaxtoolkit/
Downloading Video Tutorials : http://ajax.asp.net/documentation/default.aspx?tabid=47
For getting started within no time
1. Get Started with ASP.NET AJAX : http://www.asp.net/learn/videos/view.aspx?tabid=63&id=75
2. Get Started with the ASP.NET AJAX Control Toolkit : http://www.asp.net/learn/videos/view.aspx?tabid=63&id=76
3 Add ASP.NET AJAX Features to an Existing Web Application : http://www.asp.net/learn/videos/view.aspx?tabid=63&id=81
All the video tutors are excellent, and go through all to master the concept.