We have used syncfusion grid controls, and they have proved to be very good. And their support is excellent too. There is a huge amount of functionality in 3rd party grids which are not available in ms .net grids.
For example, their grid includes both windows forms and asp.net controls which, support both cell oriented unbound grids and bound grids. The grouping grids support grouping, filtering, summaries and expressions. Both flat and hierarchical datasources can be grouped, filtered or summarized...
For starters
Also I have found their grids a lot faster than .net 2.0 grid.