You create a custom DataTableStyle that contains column styles for each column you want to display. You add the column styles in the order you want them to appear. Here are the steps to add an string column, an int column and a bool check column to a DataGrid. You can also download a working project.

This code assumes you have a DataSet named myDataSet, a table named "EastCoastSales" and a DataGrid myDataGrid

//STEP 1: Create a DataTable style object and set properties if required.
  DataGridTableStyle ts1 = new DataGridTableStyle();
  //specify the table from dataset (required step)
  ts1.MappingName = "EastCoastSales";

  // Set other properties (optional step)
  ts1.AlternatingBackColor = Color.LightBlue;

//STEP 2: Create a string column and add it to the tablestyle
  DataGridColumnStyle TextCol = new DataGridTextBoxColumn();
  TextCol.MappingName = "custName"; //from dataset table
  TextCol.HeaderText = "Customer Name";
  TextCol.Width = 250;
  ts1.GridColumnStyles.Add(TextCol);

//STEP 3: Create an int column style and add it to the tablestyle
  //this requires setting the format for the column through its property descriptor
  PropertyDescriptorCollection pdc =
    this.BindingContext[ myDataSet, "EastCoastSales" ].GetItemProperties();
  //now created a formated column using the pdc
  DataGridDigitsTextBoxColumn csIDInt =
    new DataGridDigitsTextBoxColumn(pdc["CustID"], "i", true);
  csIDInt.MappingName = "CustID";
  csIDInt.HeaderText = "CustID";
  csIDInt.Width = 100;
  ts1.GridColumnStyles.Add(csIDInt);

//STEP 4: Add the checkbox
  DataGridColumnStyle boolCol = new DataGridBoolColumn();
  boolCol.MappingName = "Current";
  boolCol.HeaderText = "Info Current";

  //uncomment this line to get a two-state checkbox
  //((DataGridBoolColumn)boolCol).AllowNull = false;

  boolCol.Width = 150;
  ts1.GridColumnStyles.Add(boolCol);

//STEP 5: Add the tablestyle to your datagrid's tablestlye collection
  myDataGrid.TableStyles.Add(ts1);

Contributed from George Shepherd's Windows Forms FAQ