Yes. jqGrid works well. Try the demos. We use it with ASP.NET MVC.
Update: In your updated question, you asked about using frameworks such as jQuery with WebForms. Can you do this? Sure. Would you want to? That's a more difficult question. In WebForms, you generally let WebForms generate JavaScript for you. That's why you have UpdatePanel and the like. On one hand, this is easy, because you can focus your coding attention on C#, and you can use grid components which don't require you to write any JavaScript at all to make them work. On the other hand, you're limited to what the generated code can do. Yes, you can write JavaScript manually, even in WebForms, but you have to work around some of the things the framework does, like changing IDs on controls. Yes, you can write event handlers in C#, but this requires the use of postbacks, which do not fit naturally in HTTP, with consequences that are visible to the end-user.
It is common to use jQuery with ASP.NET MVC in no small part because it ships with the framework. But even before that happened, it was still very common to use the two together because jQuery makes it very easy to do things which are otherwise not directly supported within ASP.NET MVC, like making controls on a page interact with each other. Yes, this means you have to write JavaScript, but as long as you're OK with that, you get the huge advantage that you can write any kind of interaction you want to without having to postback to the server.
If you are just looking for a good grid control for WebForms, then I would suggest using a control designed for WebForms, rather than a grid designed for jQuery. The reason is that the code you will write will fit more naturally within the idioms of WebForms.
If you just want to learn jQuery, well, that's a really good idea, because the framework is interesting, useful, and well-designed, but I'm not sure that a great control is the best place to start. A better place to start might be adding visual flair to some of your existing pages. It is easier to start with known HTML and manipulate it with jQuery than it is to be generating new HTML and learning jQuery at the same time.