admin-ajax.php isn't always the right way to go. If you're looking to fetch a post, for example, you may actually better off using something like template_redirect() to load a custom template that returns JSON (or whatever you need returned).

Why? Caching. When you use admin-ajax.php you're basically eliminating the opportunity for any cache system to save the output of the server response. Using template_redirect() on the other hand maintains the various hooks and whatnot a cache would be likely to use to keep the data.

Of course, if you're not getting something fairly static like a post, caching could actually be a really bad thing... in which case admin-ajax.php is a far better choice.

admin-ajax.php isn't always the right way to go. If you're looking to fetch a post, for example, you may actually better off using something like template_redirect() to load a custom template that returns JSON (or whatever you need returned).

Why? Caching. When you use admin-ajax.php you're basically eliminating the opportunity for some cache systems to save the output of the server response (generally admin URLs, and specifically admin-ajax.php, should not be cached). Using template_redirect() on the other hand allows for maintaining separate URLs that many cache plugins and HTTP accelerators would be likely to use to keep the data. Even some back-end caching systems may not involve themselves in admin-ajax.php if they're configured to avoid caching when is_admin().

Of course, if you're not getting something fairly static like a post, caching could actually be a really bad thing... in which case admin-ajax.php is a far better choice.