Hi Deo,
Sorry for my english, in my opinion, you have to learn and know Jquery for simple or complex ajax client application or dom manuplation, you can make dom and ajax call easy with jquery.
You already know, you can already make ajax call with pure javascript functions.
How to Make AJAX Requests With Raw javascript, this article have two part.
Otherwise, during the ajax request on the page you have to check received data and you should enumerate received data when you have complex data (i mean collection or array data). At this point you will se the Jquery's power, about the handling, manuplating on the received data.
I assure you, when you will working on slightly complex data you will look to some library for easyly make something on your pages. Jquery will give you more than Javascript's XMLHttpRequest.
Last think, you may put your script reference over code.google.com like this
<script type="text/javascript"
src="http://ajax.googleapis.com/ajax/libs/jquery/1.2.6/jquery.min.js">
</script>
With this style you use google's bandwith caching ability and your application allways keep up to date.
Write less, do more ...