Brian Goldfarb sent me an email pointer to the latest ASP.NET Support Voice posting. This one covers implementing an AJAX-style experience using XMLHTTP to asynchronously fetch data from a web service.
I also just noticed that Brian's link to Bertrand's post showing off how ASP.NET provides a simple programming model for these asynchronous callbacks. Note his response in the comments section:
The ASP.NET callback feature already works on IE and Firefox and the final version will work on more browsers.
The example about wiring up several text boxes can be solved by the CallbackMultiplexer sample control that's included in my sample workspace (http://www.gotdotnet.com/workspaces/workspace.aspx?id=cb2543cb-12ec-4ea1-883f-757ff2de19e8).