While working on a form that makes use of some simple AJAX, I discovered that using a Page Controller can make this easier - especially when combined with JSMX.
In my entry on a ColdFusion Page Controller (might want to read that first), I covered that the page controller can retrieve data from the model for use in the view. This can be done in a method with access="remote" (assuming that the data isn't sensitive).
<cffunction name="getLessons" access="remote" returntype="query" output="no">
<cfargument name="category" type="numeric" required="yes">
So, an XmlHttpRequest to the following URL would return a WDDX representation of a query of all lessons for category 2.
file = 'sample-page.cfc?method=getLessons&category=2';
http('GET', file, myMethod);
The upshot of this is that you can expose your data to AJAX without the use of an extra file (assuming that you are already using a page controller and JSMX).