This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
This is a choice which you need to make based on your requirement.
For instance ,say you have section in a page which needs to be updated regularly or something which the user doesn't need to proceed further, you can go for AJAX (which sends a request to the server and fetches XML or HTML fragment etc., ) . So here we avoid a page refresh scenario, and the user doesn't have to wait until the server is done.
There are a lot of tutorials available which will help you understand better.