I recently got a copy of Microsoft AJAX Library Essentials: Client-side ASP.NET AJAX 1.0 Explained by Cristian Darie and Bogdan Brinzarea . I think it is very, cool that there is a whole book on the Microsoft Ajax Library (download)... I think this is a far two unsung asset of the ASP.NET 3.5.
The second half of the book is a good walk through of the Microsoft Ajax Library.. how to do basic networking, create classes and components, etc. The authors also do a great job of highlighting the tools of the trade for Ajax developers including Nikhil's web developer helper and of course FireBug. The book also includes a handy class reference in the appendix.