Problema com Ajax

var xmlHttp;
function createXmlHttpRequest(){
    alert("Entrou na função createXmlHttpRequest");

    if(window.ActiveXObject){
       xmlHttp=new ActiveXObject("Microsoft.XMLHTTP");
    }
    else if(window.XMLHttpRequest){
      xmlHttp=new XMLHttpRequest();
    }
 }
 
 function startRequest(){
    createXmlHttpRequest();
    var u1=document.catalog_new.user.value;
    alert(u1);
    xmlHttp.open("GET","http://localhost:8080/estudoajax/checkavail?user="+u1,true);
    alert("Após xmlHttp.open");
    xmlHttp.onreadystatechange=handleStateChange;
    alert("Após xmlHttp.onreadystatechange");
    xmlHttp.send(null);
    alert("Após xmlHttp.send");
 }

Respondendo para futuras duvidas/pesquisas:

function GetXmlHttpObject(){ 
    var objXMLHttp = null;
    if (window.XMLHttpRequest){
        objXMLHttp = new XMLHttpRequest();
    }else if (window.ActiveXObject){
        objXMLHttp = new ActiveXObject("Microsoft.XMLHTTP");
    }
    return objXMLHttp;
}

function ajax(){
    var valor = document.getElementById('valor').value;
    var url = "funcoes.ajax.php";
    xmlHttp=GetXmlHttpObject();
    if (xmlHttp==null){
        alert ("O browser não suporta requisição HTTP!!!");
        return;
    }
		
     url=url+"?valor="+valor;
     url=url+"&sid="+Math.random();
     xmlHttp.onreadystatechange = retornoAjax;
     xmlHttp.open("GET",url,true);
     xmlHttp.send(null);
     //alert(url);
}

function retornoAjax(){
        //mostra um gif antes de trazer a resposta do servidor
	//if(xmlHttp.readyState < 4){
		//document.getElementById("loader").innerHTML = "<img src='img/loader.gif'>";
	//}

	var response = xmlHttp.responseText;
	if (xmlHttp.readyState == 4 || xmlHttp.readyState == "complete"){
		alert(response);
	}
}