Brad Abrams of Microsoft often posts interesting hands-on tutorials about ASP.Net, AJAX, and Silverlight-related topics. This week he posted two especially good ones, based on his talks at AjaxWorld.
In case you find this confusing, no, Firebug is not a Microsoft product.
Building Rich Internet Applications Using Microsoft Silverlight 2 eventually takes the same "from scratch with free tools" approach, only this time for Silverlight rather than AJAX, although Brad just had to start with a marketing pitch about Silverlight success stories, demonstrate the progress on Moonlight (Silverlight for Linux), and demonstrate the Eclipse Tools for Silverlight. In the middle of the "free tools" demonstration he cheats a little and makes some changes with Expression Blend, which isn't free. But I won't hold it against him.