The good folks at P&P have just released a cool little project. It is essentially an expansion of the AutoCompleteExtention in the toolkit. What this allows you to do is filter values based on the state of other controls. So for example, if the user has already filled in North Carolina as their state, you can easily filter the zip codes to only those in NC...
Get the bits and check out the video and the source code
Read more on Glenn's blog: