I would agree with Oded. Having one source makes it simple and easy to manage/debug. But if you prefer to have multiplet data sources, I would populate a dataset with these data sources, generate a dataview from this dataset (selecting the appropriate data) and bind the view to the datagrid. An example from here
private void btnLoadData_Click(object sender, System.EventArgs e)
{
string connectionString = "server=P-III; database=programmersheaven;" +
"uid=sa; pwd=;";
SqlConnection conn = new SqlConnection(connectionString);
string cmdString = "SELECT * FROM article";
SqlDataAdapter dataAdapter = new SqlDataAdapter(cmdString, conn);
DataSet ds = new DataSet();
dataAdapter.Fill(ds, "article");
cmdString = "SELECT * FROM author";
dataAdapter = new SqlDataAdapter(cmdString, conn);
dataAdapter.Fill(ds, "author");
DataRelation relation = new DataRelation("ArtAuth",
ds.Tables["author"].Columns["authorId"],
ds.Tables["article"].Columns["authorId"]
);
ds.Relations.Add(relation);
DataView dv = new DataView(ds.Tables["author"]);
dgDetails.DataSource = dv;
}