I'd like to implement the group by features for the default grid as it's available for the commercial grid like devexpress/infragistics et al, if you want a sample, see the 2nd image on http://www.devexpress.com/Products/NET/Controls/WinForms/Grid/dataoperations.xml
I'd think there's some pattern or better yet some opensource/free grid which does this already, if not, i would probably implement it if i can find the time (doubtful ! and esp since it's available so easily in most packages, if only i can convince the client to pay for a license ) & want to get some ideas/patterns on the same