I need to add message boxes and other components every now and then.
I can use jquery plugin or ajax so I was wondering which one is the best to use in this type of scenario.
I see in Sharepoint 2013, ajax is deprecated.
Use jQuery. Not only is it the most common such tool out there but even Microsoft is supporting it now. It is efficient, effective, easy to use and the web is full of help if you run into almost any stumbling block.