There's an interesting example of combining ASP.NET AJAX and server-side validation in the Validation Guidance Bundle from the Patterns and Practices group.
One of the fields requires the user to enter the URL of her home page. The sample invokes a server-side routine to check that the site that the user entered is valid (that is reachable) but it does this check without killing the responsiveness of the UI. (No use of the dreaded full page postback.)
Here's the Validation Guidance Bundle page on CodePlex:
http://www.codeplex.com/websf/Wiki/View.aspx?title=Validation_landing_page