I've started getting tired of following the steps on Mike Ammerlaan's blog for Integrating ASP.NET AJAX with SharePoint. It's not that the steps are difficult to follow, but there's a lot of stuff you need to get right if you want to have all the ASP.NET AJAX functionality available in MOSS.
To ease my own pains with this process - and hopefully yours, too - I've published to CodePlex some STSADM extensions for adding and removing the needed ASP.NET AJAX entries to the web.config file.
Much thanks to Gary Lapointe for providing the source code for his STSADM extensions. It served as a great starting place for me and decreased the ramp-up time for creating my own custom STSADM commands tremendously.
View CodePlex site to download STSADM extensions for ASP.NET AJAX