Is there any way to do a cross site AJAX request without requiring JSONP?
In my situation, I need to pull data from a third-party resource, however it is not formatted as JSON (is XML)
You'll need some proxy server side script. You make the request to your local server, which in turn will fetch it from a remote location.
The best explanation and the solutions can be found here: http://developer.yahoo.com/javascript/howto-proxy.html
Here's a php example from Yahoo: http://developer.yahoo.com/javascript/samples/proxy/php_proxy_simple.txt
Yes you can use CORS: http://www.nczonline.net/blog/2010/05/25/cross-domain-ajax-with-cross-origin-resource-sharing/. It doesnt work in IE7 and Opera today. And lacks some features in IE8 ( http://caniuse.com/#search=CORS)