.NET AJAX Calls to ASMX or ASPX or ASHX?

What is the most efficient way of calling some business logic from javascript on the client side using AJAX? It looks like you can call a [WebMethod] on an aspx directly from javascript (in my case I’m using JQuery to help out) OR you can call a .asmx directly. Which call incurs less overhead? What is the best practice?

How to avoid HttpRequestValidationException in ASP.NET MVC rendering the same view which caused the exception

I just want to know how to validate (or clean) user input in ASP.NET MVC so that an HttpRequestValidationException will not be thrown regardless of the values submitted. For example, with a text input, if the user inputs <BR/>, it will cause an exception and the Yellow Screen of Death will be shown. I don’t want that. I want to catch the exception and to make visible an user friendly error in the current view, preferably with the controls loaded with the same values submitted.