I've been working my way through Mark Pilgrim's Dive Into Greasemonkey. It's obviously a bit antiquated now, but I've been able to get all of the scripts working with some tweaks here and there.
One that's really got me stumped, though, is the exercise for 4.23 "Parsing XML". According to the wiki, GM_xmlhttpRequest has been replaced by GM.xmlHttpRequest. However, simply changing the name did not work. The console gave me this error:
Script error: TypeError: "GM.xmlHttpRequest is not a function"
So, perhaps there's something wrong with the code? Well, no, because even copying and pasting the example code for GM.xmlHttpRequest() doesn't work! (This is the "bare minimum" code from https://wiki.greasespot.net/GM.xmlHttpRequest .) Same error, every time.