I have a page where a multitude of time consuming functions occur. What I would like to do is as each step of the process is completed, update the web page to let the user k
If you did it with AJAX, you'd need to have clientside javascript executing the ajax request on a frequency to find out if the state updated or not. The other option is using silverlight on the client, it's capable of having a more robust event driven conversation.
Both are viable and good options.
Here's your general getting started space for silverlight+wcf: http://www.silverlight.net/learn/advanced-techniques/wcf-ria-services/get-started-with-wcf-ria-services