Cross scripting exploits with Ajax as vector are still rare, but can be expected to become more and more widespread in the future. Keep your NoScript extension up for unknown sites or those not scanned inside the browser.
The household “Ajax” ™ is not remotely related. Cross scripting can be dangerous because of an Ajax appl you can be reading your online webmail, while the malware is sending some malicious code to all your recipients, while the computer seems idle. Scary, not only that, but the webmaster that implemented this buggy code can land in jail under recent regulations as they stand. I would not like to be in the Ajax security department.
That is a stickleback my friend, I had one once when I was young, in a big jar. No but serious and not to get off-topic, these new scripting appl. and interactivity and I-frames expose us to a lot of added insecurity, while the webmasters and marketeers like to bring this in at all cost.