It is very likely that my project will integrate AjaxAnywhere into our existing application in the next few months. The strong point of AjaxAnywhere is definitely with "upgrading" existing applications. For new projects or small application, I would advocate an approach with less overhead.
I don't know much about AjaxTags. Have you looked into Prototype (http://www.prototypejs.org/) or any of the related presentation frameworks like "script.aculo.us" (http://script.aculo.us/). With these frameworks it seems that you still need to figure out a server side technology. Merrill seems to like DWR, which looks pretty cool!