The custom is to do it in RowDataBound event although RowCreated or
PreRender can be used as well.

Here is an example:

       protected void myGrid_RowDataBound(object sender,
GridViewRowEventArgs e)
       {
           if (e.Row.RowType == DataControlRowType.DataRow)
           {
                switch (e.Row.RowState)
               {
                   case DataControlRowState.Normal:
                       e.Row.BackColor = Color.Blue;
                       break;
                   case DataControlRowState.Alternate:
                       e.Row.BackColor = Color.Green;
                       break;
                   case DataControlRowState.Selected:
                       e.Row.BackColor = Color.Red;
                       break;
                }
           }
       }