After implementing column resizing and re-ordering, it would be nice if these settings could be persisted/loaded so that users may have custom views saved of their data. Similar to the RadGridView.SaveLayout/LoadLayout of Telerik WinForms controls. I suppose this would also require some sort of auto-bind functionality.
To add to this, I would probably also expect such a state restoration to maintain filtering, sorting and grouping, as well as current page index. Perhaps it should return some object (either a proprietary model of ours, or xml, or json, I don't know yet) that the app can store somewhere. The data, however, must not be part of it, the grid instances should receive its data from its view and the developer should be able to save/load its state on certain events (lifecycle events of the view, or user actions).