MSDN reports that 8.4% of all IE9 hangs recently are caused by XMLHttpRequest objects blocking the UI thread because they are using synchronous requests instead of asynchronous. This is a good example of the harm of working against the grain of asynchronous approach in a single-threaded JavaScript environment.
Webkit have released Web Inspector, which is a Firebug-type tool for Webkit and Safari. Contains Firebug related features like categorising resources, JavaScript console, HTTP network monitor, load time and resource size monitors, inline JavaScript and HTML error reporting.
Joe Hewitt, in this Dr Dobbs article talks about using the Firebug extensions to inspect and debug Ajax applications (or any browser-based JavaScript application). It also has CSS inspecting capabilities, editing JavaScript on the fly, inspecting HTTP request and responses, logging, breakpoint debugging and profiling. A useful howto.