Here’s my philosophy: on my system it takes almost 1/10th second to load the MODx api (average of 10 tests), on top of that, it took 1/5th second to run the [tt]executeParser()[/tt] method start to finish on a cached page (On a MODx setup with 800+ pages).
IMO running the entire MODx application to service an ajax script would be overkill, because inside the executeParser method there are a number of calls for page publishing/unpublishing, checks to make sure the document requested is published, retrieving from cache, etc. An ajax call should load just the API.
Those who want to test the overhead of running the MODx API on their own system can use the attached script I wrote.