* XML - Web Services and AJAX seem made for one another. You can use client-side API's for downloading and parsing the XML content from RESTful Web Services. (However be mindful with some SOAP based Web Services architectures the payloads can get quite large and complex, and therefore may be inappropriate with AJAX techniqes.)
* Plain Text - In this case server-generated text may be injected into a document or evaluated by client-side logic.
* HTML - Injecting server-generated HTML fragments directly into a document is generally a very effective AJAX technique. However, it can be complicated keeping the server-side component in sync with what is displayed on the client. Mashup is a popular term for creating a completely new web application by combining the content from disparate Web Services and other online API's. A good example of a mashup is housingmaps.com which graphically combines housing want-ads from craiglist.org and maps from maps.google.com.