A common use case for AJAX are dependent select lists. For example, a user selects from a list of States in the first list and the list of Cities is updated based on the selected State. Wicket makes this easy.
Then he goes out and shows you how to create these two interlinked components with little effort. In the blog format it looks harder then it is (the formatting isn't too clear). I think I'll try to convince Nick to donate the example to our example documents.
Update: from the comments, our own Wicket has its own document, written by Gwyn Evans: Drop Down Choice Examples