Framework

If you want to have a play with ajax then the very best place to start is a fantastic script named "Prototype"

http://www.prototypejs.org/

Itis basically a framwork that makes it easy to use ajax whilst making it very compatable accross browser. It even works on modern mobile phone web browsers.

Effects

Protype can be enhaced further with lots of little effects such as fade-in, fade-out, slide-in, blind-up and so much more. To take advantage of this you need to use an additional script named "script.aculo.us"

http://script.aculo.us/

When used together you can have quite a powerful engine ready for your bidding. If you are getting started I would recomend having a good read of the docs on both these sites, but it is worth it, you can have a very interactive website that is both fast and avoid using flash.