Ajax best practise for custom links
yes - you can always do custom stuff, but miss all the features of the framework.

some pros:


works with javascript disabled (/nojs)
you can use the form-api 1:1 (more or less ..), so forms are reusable
you can use predefined commands (like replace or alert) and create your own
it's all ready for jquery ui
you can write your own and overwrite behaviors (and it's settings) from other modules
you can use drupal translations
with ctools it gets even more powerful, like modals, AJAX Responder etc.
there are a lot of modules you can use (qucktabs, modal forms, masonry .. you name it ..)
you can have all JS libraries managed
for JSON with website content you can use views datasource module


the contra is you need to be willing to learn and adapt :D