I just spent a good bit of time building a custom simple CMS system, and I used a good bit of AJAX (Prototype / Scriptaculous) in the back-end interface, and it has made a huge difference in usability.
You have to think that your users aren't really worried about how much data they're downloading. They're thinking about time. So a page with some strategic AJAX controls may take a few extra seconds to load initially, but the way AJAX lets users continue to work on other parts of a page while form data is submitted actually saves them time.
I've definitely seen AJAX misused, but I think that if it is used wisely, it can make life easier on your users, and that's the point.
--Josh
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