CF Muse Reader Asks:
The first thing to decide is, do you really want to connect to the server for each change in the drop down box? The answer depends on the size and schema of the database.
If what you are trying to do encapsulates typical drill down functionality and the dataset is small you might consider using cf_threeselectsrelated (see this page near the bottom). It loads up all the data into JS arrays and then sorts through the data based on your selections. For example, if your first box was country and you chose "USA" the second box would suddenly contain "States". Selecting California would cause the filter to trigger for the third box which would now contain cities - and so on. The draw back for this tag is that it doesn't scale well. A really large dataset or a data set where you cannot easily join all the items into a single query won't behave as expected.
Of the choices presented I rather like Ajax for this one. I hope this helps - happy coding.