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

This is what I use, it works fine for me:

    function request()
    {
        try
        {
            try
            {
                return new ActiveXObject("Microsoft.XMLHTTP")
            }
            catch( e )
            {
                return new ActiveXObject("Msxml2.XMLHTTP")
            }
        }
        catch(e) 
        {
            return new XMLHttpRequest()
        }
    }