Making Ajax Elegantly Fast

Found this article describes an way to create XMLHttpRequest object more efficiently:

var asyncRequest = function() {
  function handleReadyState(o, callback) {
    if (o && o.readyState == 4 && o.status == 200) {
      if (callback) {
        callback(o);
      }
    }
  }
  var getXHR = function() {
    var http;
    try {
      http = new XMLHttpRequest;
        getXHR = function() {
          return new XMLHttpRequest;
        };
    }
    catch(e) {
      var msxml = [
        'MSXML2.XMLHTTP.3.0',
        'MSXML2.XMLHTTP',
        'Microsoft.XMLHTTP'
      ];
      for (var i=0, len = msxml.length; i < len; ++i) {
        try {
          http = new ActiveXObject(msxml[i]);
          getXHR = function() {
            return new ActiveXObject(msxml[i]);
          };
          break;
        }
        catch(e) {}
      }
    }
    return http;
  };
  return function(method, uri, callback, postData) {
    var http = getXHR();
    http.open(method, uri, true);
    handleReadyState(http, callback);
    http.send(postData || null);
    return http;
  };
}();

More detail and discussions: http://www.dustindiaz.com/faster-ajax/