If you are looking to implement autocomplete functionality in your ASP.NET application using AJAX, look no further then the AutoComplete Guidance Bundle.  It provides you a means to create Contextual AutoComplete in your ASP.NET application.  It comes with a QuickStart that could be implemented in just about any ASP.NET application.  The QuickStart demonstrates how to use the bundle for filtering City based on State and Zip based on City.  Check it out here:

http://www.codeplex.com/websf/Wiki/View.aspx?title=Autocomplete_landing_page