<p>Do you know any grid control compatible with .NET and Mono?</p>

<p>DataGridView seems to be quite buggy on Mono, and GTK# controls depends on GTK+ so you need to install it in windows machines where, usually, it's not present.</p>

Which version did you try? Perhaps you should give
Mono 2.0 preview
a go, it might work for you (no, the Data* controls are not yet perfect, but they have improved greatly). From my experience GTK# controls on Windows are not that great either...