A little friendlier, but I still haven't addressed IE.   Sigh.

<!-- To try this, use /apex/onChangeTriggerHack?id= an opportunity id -->

<apex:page id="thePage" standardController="Opportunity">
	<apex:form id="theForm">
	
	<apex:messages />
	
	<apex:actionFunction name="myAction" action="{!save}" rerender="theOutputSection"/>
	
		<apex:pageBlock id="thePageBlock">
			<apex:pageBlockSection id="theSection">
				<apex:inputField id="theField1" onChange="myAction()" value="{!Opportunity.AccountId}"/>
				<apex:inputField id="theField2" onChange="a()" value="{!Opportunity.CampaignId}"/>
			
				<apex:inputField id="theField3" value="{!Opportunity.OwnerId}"/>
			</apex:pageBlockSection>

			<apex:pageBlockSection id="theOutputSection">
				<apex:outputField value="{!Opportunity.Account.Name}"/>
				<apex:outputField value="{!Opportunity.Campaign.Name}"/>
			</apex:pageBlockSection>
			
		</apex:pageBlock>
	</apex:form>

<script type="text/javascript">
function a() {
	// Or you could have an intermediate JS function.
	alert('Hi, I\'m your friendly onChange Trigger: A, calling actionFunction: myAction');
	myAction();
}
</script>



<script type="text/javascript">

/*
So, all you have to do is take this block of Javascript and append it to your VF page (before the closing apex:page tag).  
It will find all your Lookups and give them all onChange capability.

Instead of using actionSupport, define a actionFunction and set your onChange function to call it. 

Sadly, still not working for IE as I haven't broached the jQuery or ExtJs stuff yet.
*/

var timer;
var nLoops;

function checker(id, startVal, changer) {
	if (startVal != (document.getElementById(id)).value) {
		nLoops = 99999;
		changer();
	} else {
		nLoops = nLoops + 1;
	}
	if (nLoops >= 120) {
		clearInterval(timer);   // Allow 120 intervals = 60 sec.
	}
}
	
function setAllLookupOnchangeTriggers() {
	var node_list = document.getElementsByTagName('input');
	for (var i = 0; i < node_list.length; i++) {
    	var node = node_list[i];
    	if (node.onchange) {
    		var widget = document.getElementById(node.id + '_lkwgt');
    		if (widget) {
    			// For standard lookup fields without a user specifid onchange, SFDC uses class="error" on the widget. 
    			// there is no onChange, so let's piggyback on it.  If the user specifies a class on the tag, it might
    			// override this, I'm not sure.   Kind of hokey.
    			if (widget.className != 'error') { 
	    			attachEventToElement(widget,"click",
						function startPoll() {
							// "this" is the widget that has fired the event.  Get the id and trim off the '_lkwgt'
							var node = document.getElementById((this.id).slice(0,-6));
							nLoops = 0;
							timer = setInterval('checker(\'' + node.id + '\',\'' + node.value + '\',' + node.onchange + ')', 500);  // 1/2 sec loop.
						}
					)
				}
    		}
    	}
    }
} 

 
setAllLookupOnchangeTriggers();
</script>

</apex:page>