An important design element that's part of the whole AJAX business is somehow letting your user know that stuff is actually happening while the server crunches away. A common way to do so, is to add a little animated GIF that is only shown when the AJAX request is happening.
These images are all released into the public domain. Right click and save if you want to use one for your AJAX application or the like. If you do use them, I'd love to be told about it.