Hi everybody, sorry for my poor english.

I made a template for my elgg site, and I integrated history.js. All pages and actions are both ajaxified. The result is changing page or doing actions take less than 0.5 seconds, often less. And I can make cool effect during object deletion, adding comment and more...
The site is still under development and testing. You can take a look at dev.ggouv.fr.
Biggest advantage I see about performance is that all javascript librairies are loaded the first time an user go to the site, and that's all.

Just for notice, the site is on nginx server, and I use webfont icon. Adding and modifying comment are ajaxified too.

Bad for you, code to do full ajax is a little bit anywhere in my big template : https://github.com/ggouv/elgg-ggouv_template

So, if you want to see how I do that, take a look at the begining of this js file :
https://github.com/ggouv/elgg-ggouv_template/blob/master/views/default/ggouv_template/js.php
And this page :
https://github.com/ggouv/elgg-ggouv_template/blob/master/views/default/page/default.php
https://github.com/ggouv/elgg-ggouv_template/blob/master/views/default/page/elements/reinitialize_elgg.php
https://github.com/ggouv/elgg-ggouv_template/blob/master/start.php
https://github.com/ggouv/elgg-ggouv_template/blob/master/views/default/js/elgg.php

Like you can see, I need to reaload some stuff in elgg.ggouv_template.reloadTemplateFunctions().
I forked the reinitialize_elgg.php file to load it in each ajax call and execute it with eval().
And of course, all js library are loaded the first time in the start.php.

Ok, the first load can be longer than a normal elgg site, but after that, it's realy faster.

I don't know about security, but if actions files are correctly protected, this is normaly not a problem.

I didn't got time to explain more, sorry...