Best method of Instantiating an XMLHttpRequest object

Question

What is the best method for creating an XMLHttpRequest object?

It should work in all capable browsers.

Answer 1

I'd suggest following Sergey's advise or writing a small, less sophisticated patch for IE yourself:

if(typeof window.XMLHttpRequest === 'undefined' &&
    typeof window.ActiveXObject === 'function') {
    window.XMLHttpRequest = function() {
        try { return new ActiveXObject('Msxml2.XMLHTTP.6.0'); } catch(e) {}
        try { return new ActiveXObject('Msxml2.XMLHTTP.3.0'); } catch(e) {}
        return new ActiveXObject('Microsoft.XMLHTTP');
    };
}

Then you can do

var req = new XMLHttpRequest;

even in IE.

edit 2011-02-18: see this blogpost for the rationale behind the new choice of MSXML versions...