We've continued our development and deployment of WebGrid.NET and we're still happy with the component. I recently concluded a round of testing under Compuware's DevPartner Studio and I haven't found any issues with leaked memory resources. While there is a slightly higher memory usage than the DataGrid control at runtime, I don't think this difference is significant and it is understandable given the functionality improvements.
The only knock I could pose against the control is that the event structure is fundamentally different from the standard ASP.NET controls. There have been several situations where we haven't had things working, and upon contacting support they provide a simple solution. The solution generally comes out of left field and I believe I understand the reason for this. They have a structure for their component that follows a logic known to them, and the sequence of the event firings make sense under their design. I wish they had a writeup/overview of their component explaining the lifecycle of the component. I believe this would clarify many of the misunderstandings that I've had that have led me to posting several items on their board.
That said, I've been very pleased with their support. I also need to blog about DevPartner Studio. I've been bugging the people at work to get the product over the past year and we finally got the product in the door. The tool keeps improving and provides visibility into code quality and runtime that is fantastic.