>Are then any pitfalls in using ActiveX grids instead of VFP grids.

It depends if you want to just display or add/edit also. For displaying purposes the ActiveX grids work fine. But for modifying they are not even close to what the VFP grid can do.

For an example of using the MS Datagrid with ADO, check this UT download: ADOBrowse utility at http://www.levelextreme.com/wconnect/wc.dll?UniversalThread~2,54,Forum=5,28,1307