So saying “AJAX is expensive” (or that it’s cheap) is like saying “A mountain bike is slower than a battle tank” (or that it’s faster). The truth depends on what you’re doing with it. In the case of web sites, it depends on how many fetches you do and where you have to go to get the data to satisfy them.
I would start with the above, move on to “The Real AJAX Upside“, and then call yourself a better, more informed hacker because of it. (Or a better, more informed Mort, if in fact such a term is more appropriate in your particular case (would you admit it if it was?))