<p>Is there a way I can export my Silverlight DataGrid data to excel or csv?</p>

<p>I searched the web but can't find any examples!</p>

<p>Thanks a lot  </p>

I don't think Silverlight offers a way to download files.  You can add a button to your app that calls a URL- i.e.
http://www.mysite.com/generateexcelfile.aspx
.  Include as Querystring values the parameters used to generate the data being displayed in your Silverlight app, run your query and use your favorite Excel file generation component to generate the file on the fly.  Redirect to it and it will download to the users' system.