If you plan to Ajax in lots of data, like say, 1500 rows of a table with 20 columns, then don't even think of using jQuery to insert that data into your HTML. Use plain JavaScript. jQuery will be too slow on slower machines.
Also, half the time jQuery will do things that will cause it to be slower, like trying to parse script tags in the incoming HTML, and deal with browser quirks. If you want fast insertion speed, stick with plain JavaScript.