Proper way to ajaxify links?
I would be rather suspicious about the '#ajax' way. Try to have a look here : http://api.drupal.org/api/examples/ajax_example%21ajax_example_misc.inc/function/ajax_example_render_link/7

What they say :


include the ajax.js
add use-ajax class
implement ajax callback under the link your link directs to


what should be done after the callback executes can be set by the ajax commands.