jQuery is one of the most popular javascript libraries used by ASP.NET developers.  In fact, jQuery ships with Visual Studio 2010.  It is in the “Scripts” folder of a new “ASP.NET Web Application” or “ASP.NET MVC 2 Web Application” project template.

Does jQuery ship with SharePoint 2010?  Short answer: No.  I see this asked (publicly and internally) a few times a month.  Long answer: You don’t need it to.  Just use it from the Microsoft Ajax CDN. 

Assuming you don’t have to build a solution on a closed network with no internet access, then one of the first things you should consider is to replace all the references in your code to local javascript files to CDN references.  By doing so you get the general benefit that all CDNs offer (not just Ajax CDNs) which is that you get directed to a server the is closer to you.  Also, since browsers cache files based on URL, referencing the CDN from all your code means that different web apps use the same version of the javascript file cached in the browser.  Last, but not least, it means less files you have to maintain on your own servers.

Here’s what a script reference to jQuery 1.4.2 looks like when it is local:

<script src="../../Scripts/jquery-1.4.1.min.js" type="text/javascript"></script>

Here’s what it looks like when referencing the CDN:

<script src="http://ajax.microsoft.com/ajax/jquery/jquery-1.4.2.min.js" type="text/javascript"></script>

So that’s how easy it is to reference jQuery from your SharePoint code.  However, as you can see, this applies way beyond just SharePoint programming.