In general I would recommend developing towards AJAX because it is the future (and frankly the present). With AJAX any modern web browser on any OS will work (including mobile devices). AJAX is completely zero footprint for the users. There are many other advantage including extension, drag and drop user object creation, and shared session to name a few.
The IE plugin can be a bit faster in some situations but typically the users will not notice the difference. The plugin does a lot of client side work so more traffic is required and the users machine can be a factor. You have more options with macros with plugin however this is only relevant in a few cases because actions can do most things and in AJAX extension can do (almost) everything else.
So in summary. I'd recommend always using AJAX unless you have a strong specific reason to use the plugin. Also note that users can select to use either when they launch an app if allowed.
Josh is correct about the intention of QlikTech to (eventually) retire the plugin (as well as the desktop client) and therefore getting used to the AJAX interface for both users and developers is a good thing. However, I still think the AJAX client has a way to go until it gives anywhere near as good an experience as the plugin - our users make the classic analogy of Porsche vs Morris Minor. I'm really hoping over the next few releases the AJAX client improves in it's usability and appearance.
I have attached a draft document one of our consultants has recently put together (credit: Martin Mahler), with references and specifics. Not quite complete yet but may well help you.
