When the RadGridView.EnabledPaging property is set to true, the user should be allowed to specify not only the PageSize,but also the PagesCount for example. Afterwards, it would be convenient to have an event similar to RowSourceNeeded in order to load pages data on demand.
RadVirtualGrid offers such a functionality, feel free to use it to achieve it. More information is available here: http://docs.telerik.com/devtools/winforms/virtualgrid/paging/paging-overview