Picked up our own SharePoint MVP Rob Foster's "ASP.Net 3.5 Ajax Unleashed" book for the ride home from MSDN DevCon. So far this seems to be a great introduction into ASP.Net Ajax. I have not spent that much time working with Ajax so I thought this would be a good read on the train. I would catagorize Rob's book as a hands on type book, lots of easy examples to explain the basics of ASP.Net 3.5. It is not a hard or complicated read, simple and to the point.
Now if you like something a little more advanced try out, once again our own SharePoint MVP Daniel Larson's "Developing Service-Oriented AJAX Applications on the Microsoft Platform" book by MSPress. I volunteered to be one of Daniel's tech reviewers. That might seem strange as I mentioned that I have not spent time with AJAX. Rest assured I volunteered for the reader who needs to learn AJAX role. Daniel had other heavy hitters that knew service-oriented AJAX development inside and out. My role was to learn and point out areas where Daniel could better clarify a concept for a more "intro-level" reader. This book does an intro into ASP.Net AJAX but quickly moves into using AJAX to develop service-oriented applications and ends up with a chapter on SharePoint and AJAX.
If you are new to AJAX I would start with Rob's book fist. If you are already know AJAX then grab Daniel Larson's book. Either one is worth the read.