"Such and Such a grid should not be blank when there is no data, it should show the column headers with no rows."
How many times have you heard that?
Yeah, I've seen it as bugs in the change request system!! Seems like a simple enough request, but trying to deliver it sends you straight into the land of GridView hacking. Oh why was such a simple feature not incorporated into the GridView. Microsoft are you listening.
Instead you have to jump hoops.
Here are some of those hoops that help you solve the problem
http://forums.asp.net/p/960167/1892125.aspx#1892125
http://mattberseth.com/blog/2007/07/how_to_show_header_and_footer.html
Infact let google guide you through all the numerous posts on this topic.