In my current project I'm using a own User object that I store in the HttpContext.Session to have personalized data available without connecting on each AJAX method / page refresh to the database. If the session will end because of timeouts, Web server resets/crash or application pool recycle this data...

David Barkol writes on his blog about ASP.NET AJAX Role Application Service with Visual Studio 2008 (Orcas). Well, it is a new service that is working similar to the profile and authentication service. As it is very easy to call it from the client-side JavaScript code you should be a little bit more...