I had to be a little shady to validate anti-forgery tokens when posting JSON, but it worked.
//If it's not a GET, and the data they're sending is a string (since we already had a separate solution in place for form-encoded data), then add the verification token to the URL, if it's not already there.
$.ajaxSetup({
    beforeSend: function (xhr, options) {
        if (options.type && options.type.toLowerCase() !== 'get' && typeof (options.data) === 'string' && options.url.indexOf("?__RequestVerificationToken=") < 0 && options.url.indexOf("&__RequestVerificationToken=") < 0) {
            if (options.url.indexOf('?') < 0) {
                options.url += '?';
            }
            else {
                options.url += '&';
            }
            options.url += "__RequestVerificationToken=" + encodeURIComponent($('input[name=__RequestVerificationToken]').val());
        }
    }
});
But, as a few people already mentioned, the validation only checks the form - not JSON, and not the query string. So, we overrode the attribute's behavior. Re-implementing all of the validation would have been terrible (and probably not secure), so I just overrode the Form property to, if the token were passed in the QueryString, have the built-in validation THINK it was in the Form.
That's a little tricky because the form is read-only, but doable.
    if (IsAuth(HttpContext.Current) && !IsGet(HttpContext.Current))
    {
        //if the token is in the params but not the form, we sneak in our own HttpContext/HttpRequest
        if (HttpContext.Current.Request.Params != null && HttpContext.Current.Request.Form != null
            && HttpContext.Current.Request.Params["__RequestVerificationToken"] != null && HttpContext.Current.Request.Form["__RequestVerificationToken"] == null)
        {
            AntiForgery.Validate(new ValidationHttpContextWrapper(HttpContext.Current), null);
        }
        else
        {
            AntiForgery.Validate(new HttpContextWrapper(HttpContext.Current), null);
        }
    }
    //don't validate un-authenticated requests; anyone could do it, anyway
    private static bool IsAuth(HttpContext context)
    {
        return context.User != null && context.User.Identity != null && !string.IsNullOrEmpty(context.User.Identity.Name);
    }
    //only validate posts because that's what CSRF is for
    private static bool IsGet(HttpContext context)
    {
        return context.Request.HttpMethod.ToUpper() == "GET";
    }
...
internal class ValidationHttpContextWrapper : HttpContextBase
{
    private HttpContext _context;
    private ValidationHttpRequestWrapper _request;
    public ValidationHttpContextWrapper(HttpContext context)
        : base()
    {
        _context = context;
        _request = new ValidationHttpRequestWrapper(context.Request);
    }
    public override HttpRequestBase Request { get { return _request; } }
    public override IPrincipal User
    {
        get { return _context.User; }
        set { _context.User = value; }
    }
}
internal class ValidationHttpRequestWrapper : HttpRequestBase
{
    private HttpRequest _request;
    private System.Collections.Specialized.NameValueCollection _form;
    public ValidationHttpRequestWrapper(HttpRequest request)
        : base()
    {
        _request = request;
        _form = new System.Collections.Specialized.NameValueCollection(request.Form);
        _form.Add("__RequestVerificationToken", request.Params["__RequestVerificationToken"]);
    }
    public override System.Collections.Specialized.NameValueCollection Form { get { return _form; } }
    public override string ApplicationPath { get { return _request.ApplicationPath; } }
    public override HttpCookieCollection Cookies { get { return _request.Cookies; } }
}
There's some other stuff that's different about our solution (specifically, we're using an HttpModule so we don't have to add the attribute to every single POST) that I left out in favor of brevity. I can add it if necessary.