Making a jQuery JSON Request to an ASP.NET Handler And Back

Recently I was working on a small project where we wanted to make requests to go get some data and pass it back via XML or JSON to a jQuery control. So I picked out a control that I thought would work (as it had hooks there for init, load, and other callback slots) and then thought ok, how the hell am I going do this. Having never really created my own or used any HttpHandler (.ashx) before, I found out that this would be the way to do this.