Unless you want your URLs to look like twitter.com/someone#!someone_else, you're going to have to take the multi-step page load at some point when you transition from the HTML version to the AJAXy one.
Admittedly, you need a modern browser for that. But you can always present full-page-load HTML to users with older browsers and then provide AJAXy history-ified goodness to everyone else.
