I love the new ASP.NET UpdatePanel. It is very easy to use and implement into your site. I recently used the UpdatePanel when drop-down lists needed to post back to the server to populate the next drop-down list. It made the process very smooth and fluid, and nice not to have the screen flashing back at you.
You can download ASP.NET Ajax at:
http://ajax.asp.net/ to install and begin creating Ajax enabled websites in Visual Studio.
Some good tutorials to start out using the UpdatePanel are at:
http://ajax.asp.net/docs/tutorials/UpdatePanelTutorials.aspx