Hopefully others who've used those controls can chime in with real answers, but here's my blanket answer :
CSLA .NET is using standard .NET data binding interfaces to provide this behavior. Any 3rd party grid that doesn't support those standard interfaces is probably not worth using to start with, because they won't play well with any data source - including the DataSet. I've never heard of SandGrid, but I'd be shocked to find that any of the major players (Infragistics, DevExpress, Component One, Janus) failed to support the basic data binding interfaces.
Now when you get to WPF things will be a bit different, because Microsoft hasn't formally defined as many standard interfaces (for version 1 anyway). The result, I fear, will be anarchy until Microsoft comes out with a more sophisticated set of data binding support for the vendors to follow... Fortunately for us, WPF is still relatively far in the future.
Copyright (c) Marimer LLC