Here is a massive tutorial I did on implementing AJAX techniques with JQuery.
I cover all of the techniques that go into implementing a dynamic site using Asynchronous JavaScript and XML (AJAX). I also cover CSS styling with JQuery, event handling, animation, JQuery UI, Widgets and much more.
I pretty much cover everything there is to know about JQuery.
Here is a zip archive with all of the code used in every tutorial in this series.
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JQuery & AJAX Video Tutorial Original Articles & Code