<p>Should my ajax calls talk to webservices or to simple webpages? It seems to be so much easier to simply Response.Write() the content. Are webservices more reliable or secure?</p>

Since the pages have a more complicated lifecycle, there is more overhead in calling a web page.
That said, I doubt it really matters in the end, but semantically and practically, a web page is not as efficient.
UPDATE: Can you clarify? Are you talking about typical ASP.NET pages? Or "Classic" ASP? As someone in comments on this answer pointed out, if we are talking "Classic" ASP, then it would be more simple than an ASP.NET page, but I think that goes without saying...