Most of the developer use data controls for retrieving data and binding it to the data grid.
But collections in .net technology provide great alternative instead of using data reader,data set or data view to bind data grid.
I have found a great msdn article that describes all thing that you can do with data grid and collections.
i.e. User Interface
Database Structure and collection
Concepts behind the strongly typed collections.
Creating the basic collection objects
Populating the collection with data from the DAL
Binding the Data Grid control to the custom collection
Creating a class to filter collections
Creating a class to sort collections
Bringing it all together: filtering and sorting collections
here is the link for that article: