$.get(), $.post(), .load() are all just wrappers for $.ajax() as it's called internally.
$.ajax() gives you full control over the Ajax request. You should use it if the other methods don’t fullfil your needs.
$.get() executes an Ajax GET request. The returned data (which can be any data) will be passed to your callback handler.
$(selector).load() will execute an Ajax GET request and will set the content of the selected returned data (which should be either text or HTML).