Consider 10Tec iGrid.NET for WinForms:
It is super-fast compared to WinForms DataGridView, has built-in grouping and filtering, multi-column sort is also possible (see the numbers in the column headers on the screen above). This grid allows you to browse data from ADO.NET data sources and manipulate them, but its main mode is unbound mode allowing you to implement various interactive grid-like interfaces.
