I’ve been working with ASP.NET AJAX for the past week and the following resources allowed me to get up to speed pretty fast. The following two books that I list are pretty good. Both of the them cover some different information. I believe the Professional ASP.NET 2.0 AJAX is a little easier to read and the examples are much better.
Video – How Do I: Use an ASP.NET AJAX ScriptManagerProxy?
Video – How Do I: ASP.NET AJAX Enable an Existing Web Service?
Video – How Do I: Make Client-Side Network Callbacks with ASP.NET AJAX?
Video – How Do I: Choose Between Methods of AJAX Page Updates?
MSDN Article – Using ASP.NET Session State in a Web Service
Book – Introducing Microsoft ASP.NET AJAX (Dino Esposito)
Book – Professional ASP.NET 2.0 AJAX