Today a friend of mine Puneet Meherotra (punnu) sent a very good link on Mastering AJAX
By Brett McLaughlin (brett@newInstance.com), Author and Editor, O'Reilly Media Inc.
Mastering Ajax, Part 1: Introduction to Ajax
Understanding Ajax, a productive approach to building Web sites, and how it works
Mastering Ajax, Part 2: Make asynchronous requests with JavaScript and Ajax
Use XMLHttpRequest for Web requests
Mastering Ajax, Part 3: Advanced requests and responses in Ajax
Gain a complete understanding of HTTP status codes, ready states, and the XMLHttpRequest object
Although I have not gone through all the three parts but I hope that they will be useful for the community.
Thanks Punnu !