Sergey Ilinsky has written a great article about cross browser XMLHttpRequest implementation wrapper. The benefit of using this wrapper we can fix things like below:

• Missing static members (UNSENT, OPEN, SENT, LOADING, DONE) in All browsers
• missing native XMLHttpRequest object support in Internet Explorer 6.0
• memory leak caused by onreadystatechange handler in Internet Explorer 6.0
• onreadystatechange wrong execution context in Internet Explorer All
• onreadystatechange wrong execution context in Gecko All
• readystatechange OPEN fired twice in Internet Explorer All
• readystatechange OPEN fired twice in Gecko All
• missing readystatechange calls in synchronous requests in Gecko All
• unnecessary readystatechange DONE call when request aborted in Gecko All
• annoying “<parsererror />” document in invalid XML responses in Gecko All
• caching bug in Internet Explorer 6.0

The picture above is the result of Sergey XMLHttpRequest implementation in various browsers. The wrapper download here