You can create URI's for each AJAX load by playing with location.hash
and then you can allow these URL's to be indexed in search engines.
Learn how to manipulate location.hash.
Edit
#Edit YesYes, linking out is important, to authoritative sites that will aid and benefit your readers. This normally works better contextually however. It really depends on exactly what content your serving to your visitors in these AJAX loads.
Only nofollow external links if you can not vouch for, do not want to vouch for or do not want your website associated with. Everything else is fine.