I've been working on a theme for a while (ryanstonephoto.com) and I really hate that each page is loaded every time. I want the caption and image to load in seemlessly. I can't seem to find a good way to do it. I know there are ways to use AJAX to load from thumbs but I'm not sure of a solution for loading just using nav buttons. Suggestions?

Well, ajax would not work as PHP and JS are different concepts (server vs browser environment). You would need to generate the stuff you want to use without page reload completely beforehand.

You would need decent PHP and JS/jQuery knowledge to do this. Note that it can be quite inconvenient regarding search engines if there are no individual pages to access as well as for users (bookmarking,sending links).

In short, you will have to make a custom theme from the start. Or you look at some third party themes like zpGalleriffic that uses such jQuery stuff.