Sounds like what you're after is a composite control. They are pretty much exactly like a user control only instead of using the ascx file to create the controls you create them all programmatically. The big advantage of doing this over using a user control is you end up with something you can put in an assembly and use in different projects.
A composite control can inherit from either Control or WebControl. I personally usually find Control more useful to inherit from because I usually don't need a lot of the extra stuff you get from WebControl such as the styling properties since I usually just style through a single CssClass property.
You'll also need to make sure your class implements the INamingContainer interface. This will make sure that each child control will automatically get a unique name if the control is used multiple times in the same parent container.
The most important thing to do when creating a composite control is to override Control's CreateChildControls method. All the logic for actually creating the controls should go in here. The framework will automatically make sure that this gets called at the right time in the page lifecycle.
Here's a little example:
public class MyCompositeControl : Control, INamingContainer
{
protected override void CreateChildControls()
{
Controls.Clear();
var textbox = new TextBox();
textbox.ID = "TextBox1";
Controls.Add(textbox);
if (!Page.IsPostBack || !IsTrackingViewState)
{
// make sure you set the properties after
// you add it to the parent or the viewstate
// won't save properly
textbox.MaxLength = 30;
}
var button = new Button();
button.ID = "Button1";
Controls.Add(button);
if (!Page.IsPostBack || !IsTrackingViewState)
{
button.Text = "Save";
}
}
}
I don't think ASP.NET AJAX should complicate this much. The only thing I can think of ist you'll need to make sure that you create a ScriptManager on whatever page the composite control will be added to.
There's a full example of this on the MSDN site. There's another nice example on this blog.