The unique challenges faced in writing third-party JavaScript revolve around the same-origin policy. Because the JavaScript file is based on a different domain to its host, inbuilt browser security places restrictions on cookie use and client-side/server communication.
By using jQuery for prototyping, you will be deferring full browser support issues until a little later in the project timeline, but by then you should have gained a better understanding of the unique problems inherent when writing third-party JavaScript.
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