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AJAX is an asynchronous technology, which is a bit mind-bending. There are lots of big ugly hairy things with sharp, pointy teeth. The notion of "predictable context" tends to go swirling down the toilet in async, and you have to do wierd things to get your feet back under you.
However, if you do decide to jump in the deep end without your water wings, you will find, that yes, it does involve merging all these techs, but you'll get the same effect from looking at the code for pretty much any modern CMS like WordPress [wordpress.org]. They will often involve a wee bit of AJAX, but are mostly good old-fashioned code.
Here's a place to start [w3schools.com].
You may also get some other useful information by doing a simple Google Search [google.com] or a WebmasterWorld Search [google.com]
Good luck! :)
Yes that's what AJAX is all about. And it doesn't have to be as painful as some think ;) but it is a different way of programming your sites and in that way it is a bit painful getting started.
Since you like PHP here is the mostly painless intro to AJAX by the creator of PHP:
Rasmus Lerdorf 30 Second AJAX Tutorial [news.php.net]
If you want a more seamless/cross-browser way to do AJAX with more functions look into a package like Dojo, Prototype or Script.aculo.us. Those will also allow you to incorporate animations and in some cases widgets, etc. See, for example:
Dojo Hello World Tutorial [dojo.jot.com]
I also recommend the book Pragmatic AJAX.
I just came upon a pretty good site with all sorts of stuff that you might find fascinating.
[javascriptkit.com...]
[edited by: encyclo at 3:38 am (utc) on Dec. 20, 2006]