Although ASP.NET AJAX includes a client-side structure, it is perhaps best known / scared / hated by its server-side controls, especially UpdatePanel. What you get with ASP.NET AJAX is ready-made AJAX for the most basic material without having to write a single line of JavaScript.
If, on the other hand, you need write some kind of JavaScript or go a little out of the box while working with ASP.NET. AJAX may soon become a little tedious.
jQuery , JavaScript, , , jQuery JavaScript, , , ( CSS-).
jQuery ASP.NET , DOM, ViewState/Event.