When printing the WebDataGrid, some of the built-in style sets have white text for the column headers.  This presents well on the screen, but not on a printout (where the column background isn't printed). 

In fact, the column headers are not visible on the printout at all, because the text is white on white.

To fix this, I have had to add css similar to this on pages where printing is likely:

    <style media="print" type="text/css">
        .igg_NautilusHeaderCaption
        {
            color: Black;
        }
    </style>

It seems like print styles would be a good thing to include with the 
css stylesheets that come with the controls.  I am sure the design wizards
at IG could do a better job than I at making the styles just as attractive 
on paper as they are on the screen!