If you are a ColdBox developer, you need to follow Doug Boude's Blog.  He has some of the most ingenious writing, great samples, great code snippets and overall great talent.  Please visit these two last entries that I find really nice on how to approach ColdBox and Ajax interactions, and ColdBox Interceptors and Custom Interceptors:

• ColdBox and Ajax
• ColdBox and Interceptors Demystified