Nigel,
You've already received some good replies, but I wanted to add my $.02. First, look in the files section. There are some grid classes that include this feature. What I do is use views then index the view as needed. It's very fast as long as the view isn't huge.
>Is there any way to display a grid sorted by column - dynamically. I'm changing jobs shortly and don't want to generate too much code on this project as it may be too much for the remaining people here to cope with. I need to be able to say something like grdSample.Column1.Sort() or something similar.