Speeding up page loading of custom view Right now I have a custom view template created where I have a left sidebar and a main content area. 

In the left sidebar I have taxonomy menu running to show my taxonomy terms. 

I then have a custom view in my main content region filtering the nodes related to the taxonomy term. When I click on each term, the whole page has to load. It's just a bit too slow.

I've turned Ajax ON for my view, but it's not working (probably because I am not using it right).

Would using exposed filters be my answer to this? Or is there any way to keep my format and somehow pass the information to the views without having to load the entire page?

An example of a site doing what I would like can be found here.
You're going to have to attach view filter "actions" to your menu items.  That way your view results will load with ajax. 

this is probably the fastest way to do this, though I've never done it I think it's possible (theoretically).

Of course you could also just create Ajax functions that queried your view with the arguments when you click a menu item.