The idea is to set Spline Path for Sprite, making them moves along a spline with a smooth path.
The spline code is adapted from here : https://github.com/MmmCurry/jquery.crSpline. Instead of setting the (X,Y) position via CSS and jQuery.fx, I'm directly accessing the (X,Y) position of the Sprite.
The spline used is Catmull-Rom, allowing the trajectory to go through the points, instead of Bezier, where the control points and the trajectory points are different.
The demo : http://dl.dropbox.com/u/1412774/SplinePathBehavior/index.html
The capx : http://dl.dropbox.com/u/1412774/SplinePathBehavior/splinepathbehaviordemo.capx
The plugin : http://dl.dropbox.com/u/1412774/SplinePathBehavior/pode_splinepath.0.1.zip
Edit : the demo uses R0j0hound's Canvas, for the trail.