We've had this discussion previously.
One of the advantages of ASP grids is that they come ready to use with sorting, paging, and more without needing JavaScript, which can be a hassle for some. However, using ASP grids can be seen as a less efficient method because it involves unnecessary data fetching processes from the database and rebuilding the page just to sort a column.
Even if you have an UpdatePanel surrounding the grid, there may still be a significant amount of data being transferred over the internet and multiple database queries just to sort or paginate a table.
On the other hand, JavaScript may not look as pretty as ASP grids, but it is much more effective in terms of performance. Sorting (and potentially pagination) can be done quickly on the client-side, decreasing the server's workload. Although this might mean creating custom functions unless you opt for a third-party JavaScript table plugin.
Alternatively, you could stick with ASP grids and enhance their functionality using JavaScript dynamically. This way, your server-side code can continue benefiting from simple binding and table creation.
Currently, we are sticking with the default ASP grids. If performance issues arise later on, we may reconsider our strategy. Nevertheless, for now, when speed and minimal complications are priorities, using the built-in controls is the most efficient approach.