Difference between DataGrid and Grid View is given below:-

Datagrid..
1.Code requires to handle the SortCommand event and rebind grid required.
2.Code requires to handle the PageIndexChanged.
3.Need extensive code for update operation on data.
4.When compared to gridview less events supported.

Grid View : ..
1.No code required.
2.No code required for PageIndexChanged.
3.Needs little code for update operation.
4.GridView supports events fired before and after database updates