Hi Cathi,
Here is the C# code I have converted from the first link. http://www.syncfusion.com/faq/winforms/search/877.asp
I have made several modifications including comments and removal of hardcoding that will allow portability and added value in the community. Enjoy.

    Public Sub AutoSizeCol(ByRef dg As DataGrid, _
                  Optional ByVal col As Integer = 0, _
                  Optional ByVal iTable As Integer = 0)

        Dim swidth As Single = 0
        Dim iPadding As Int16 = 8                                                   ' Set the padding size

        Dim g As Graphics = Graphics.FromHwnd(dg.Handle)                            ' Get a handle to the grid
        Dim sf As StringFormat = New StringFormat(StringFormat.GenericTypographic)  ' We need this for the measurements
        Dim size As SizeF                                                           ' Stores an ordered pair of floating-point numbers

        Try
            Dim i As Integer
            For i = 0 To 5000000                                                    ' Loop till EOF then fall out to finally
                size = g.MeasureString(dg(i, col).ToString(), dg.Font, 500, sf)     ' Get the 'size' of the text
                If size.Width > swidth Then                                         ' If this is the biggest save it
                    swidth = size.Width                                             ' Keep collecting the largest size
                End If
            Next
        Catch                                                                       ' Just run like -while not EOF-
        Finally                                                                     ' Finally :) 
            g.Dispose()                                                             ' House cleaning
            dg.TableStyles(iTable).GridColumnStyles(col).Width = swidth + iPadding  ' Padding 
        End Try
    End Sub

* :( There should be access to the internal method of the datagrid to do this. It is available to the control when you dblclick the edge of the column header without this code.