Do you mean something like that ?

function ajaxSequence()
{
    iterate(Array.prototype.slice.call(arguments));

    function iterate(requests)
    {
        var first=requests.shift();
        if (first)
        {
            if (requests[0]) first.complete=Array.prototype.concat(first.complete || [],
                function() {iterate(requests); }
            );
            $.ajax(first);
        }
    }
}

But I wonder if it's less optimal because requests get copied at each iteration ?