I wanted to use a little SPGridView in a software and had a little problem. First of all, in order to use filtering on a SPGridView, you have to give an ObjectDataSource by it’s control’s ID. For anything else, you can use the DataSource property directly. The best sample code I could fin on the net was this one : Creating the SPGridView with sorting and adding filtering. This example is great because it only shows the basic requirements to setup a SPGridView and it gives you a clean way to build the ObjectDataSource and it explains step by step why you have to do things this way (in Sharepoint, it’s very important).