Some of the concerns while developing Ajax projects are as follows:
1. Accessibility
2. Documentation: it is getting better for Prototype, Dojo, and the rest
3. Lack of good cross domain option: But Yahoo! can put in a crossdomain.xml in for Pipes and Flash API
4. Cross-browser programming is still painful
5. Comet (HTTP Streaming) is becoming really important
A detailed explaination can be read in : Current concerns with Ajax