MSDN reports that 8.4% of all IE9 hangs recently are caused by XMLHttpRequest objects blocking the UI thread because they are using synchronous requests instead of asynchronous. This is a good example of the harm of working against the grain of asynchronous approach in a single-threaded JavaScript environment.
Using console.log outside of Firefox? Here's Joe Hewitt's simple JavaScript file to allow console.log to work on Internet Explorer, Opera and Safari. Reference the script in the page you want to debug, and add a class of debug into the HTML element, and you have a JavaScript console. There's also a command line - just like the real Firebug.