Parsing XML in JavaScript?

I have been doing some work with JavaScript / Ajax lately, and found myself needing to parse some XML (something I do quite often when building apps). However, I have not had much luck successfully parsing XML with JavaScript cross browser.

Firefox 1.5 has support for E4X, which makes parsing a breeze, but it is only supported in the latest version of Firefox. The XMLHttpRequest object parses loaded XML into a DOM, but my experience has been that the DOM is different depending on the browser you are running in (I tested on Firefox and Sarafi on Mac).

I know that I must be missing something pretty obvious, but just about every article I have read online about this suggests to NOT use XML, and use something like JSON where possible (which I can’t do in this case).

So, if you are doing JavaScript development, what are you using to do cross-browser XML parsing in JavaScript on the client side?