Currently, Datagrid Columns do not have a Style property. This makes setting the style for multiple data grid columns cumbersome since the styles must be set on each column. If DataGridColumn could extend NavigableElement or have a bindable style property then the following XAML could be used to set the column styles on an entire table.
<Style TargetType="telerikGrid:DataGridColumn">
<Setter Property="HeaderStyle">
<telerikGrid:DataGridColumnHeaderStyle TextFontSize="11" TextFontAttributes="Bold" BorderThickness="1" BorderColor="LightGray"/>
</Setter>
<Setter Property="CellContentStyle">
<telerikGrid:DataGridTextCellStyle FontSize="10"/>
</Setter>
</Style>