Adding Ajax functionality to your WordPress blog can improve its performance, take fewer resources, speed up page loads, and let your users do things that out-of-the-box WordPress will not do.

An article called How to Ajaxify Your WordPress Site by Jeff Star on ProBlogger.net details some of the things Ajax WordPress plugins can do for you. As Jeff says,

Beyond the “coolness” factor, Ajax can also improve the responsiveness and performance of your site. Instead of loading new pages to leave comments, view posts, and share content, Ajax empowers users to interact with your site with greater intimacy and efficiency than ever before. By eliminating page loads, Ajax helps to save valuable server resources and bandwidth, resulting in improved performance for your site. And you can “ajaxify” just about anything: from logins and comments to navigation and updates, Ajax can speed things up, save resources, and make your site better than ever.

The article discusses numerous Ajax plugins for functions like faster logins, slicker commenting, and better navigation.

Resources:
How to Ajaxify Your WordPress Site
Digging Into WordPress