I just ran across this AJAX resource while trying to get information on an IE AJAX caching bug I was running into.
http://swik.net/Ajax/Ajax-Development-Gotchas
my problem was that it seemed like IE was caching the XML returns, which was screwing everything up real bad (it made stuff look like it wasn't updating). Turns out IE caches all GET requests. You can work around it by "changing the get request query string with every request.". What I ended up doing was just having a seed value that I incremented with every AJAX request and stuck onto the end of the GET vars. Easy fix.
I love AJAX.