So XMLHttpRequest is one of those gems of modern browser technologies that's received attention recently (mostly thanks to Google Suggest), and it's been one of those things that make you go "Wow, that's so cool... but what am I going to use it for?"
Well, today, I found an excellent use for it in OpenHive. Start typing an author's last name or words from a book title, and watch as the list of candidates update in real time. The book title search replaces spaces with a wild card, so you can get to a specific entry very very quickly (for example, try typing "art int mod"). (Results may vary depending on the speed of your internet connection and computer, but should work in Mozilla/Firefox, IE 6, and Safari).
The only real problem with this particular use of XMLHttpRequest is that it hammers the server with requests basically as quickly as the user can type. So unless usage is low or you have insane computing resources (like Google), it's not quite practical. On the other hand, I'd say a site the scale of Amazon has no excuse not to implement something like this...