Using table styles, you can affect many changes to the column headers and
the column headers and column data.

refer to DataGridTableStyle class

As for "autofit", a site that I find most helpful is:
http://www.syncfusion.com/FAQ/WindowsForms/Default.aspx#44

From that site, I have come up with a helper class that does all the work
for me.

Public Class dbgHelper

 Public Shared Sub DataGrid_SizeChanged(ByVal sender As Object, ByVal e As
System.EventArgs)

   DataGrid_SizeChanged_Equal(sender, e)

 End Sub

 Public Shared Sub DataGrid_SizeChanged_Equal(ByVal sender As Object, ByVal
e As System.EventArgs)

   Dim dbg As DataGrid
   Dim iWidth As Decimal

   dbg = CType(sender, DataGrid)

   If dbg.TableStyles.Count > 0 Then

     SizeEqually(dbg.TableStyles(0))

   End If

 End Sub

 Public Shared Sub DataGrid_SizeChanged_Fill(ByVal sender As Object, ByVal
e As System.EventArgs)
   Dim dbg As DataGrid
   Dim iWidth As Decimal

   Try
     dbg = CType(sender, DataGrid)

     If dbg.TableStyles.Count > 0 Then

       For col As Integer = 0 To
dbg.TableStyles(0).GridColumnStyles.Count - 1

         If col = dbg.TableStyles(0).GridColumnStyles.Count - 1 Then
           'Last Column, at least fill the width

           If IsScrollBarVisible(dbg) Then
             iWidth -= SystemInformation.VerticalScrollBarWidth
           End If

           dbg.TableStyles(0).GridColumnStyles(col).Width =
dbg.Size.Width - iWidth

         Else

           AutoSizeCol(dbg, col)

           iWidth = iWidth + dbg.TableStyles(0).GridColumnStyles(col).Width
         End If

       Next

     End If

     dbg.Invalidate()

   Catch ex As Exception

   End Try
 End Sub

 Public Shared Sub AutoSizeCol(ByVal dbg As DataGrid, ByVal col As Integer)

   Dim width As Decimal = 0
   Dim numRows As Integer
   Dim ColSize As Decimal
   Dim RowColsize As SizeF
   Dim g As Graphics
   Dim sf As StringFormat
   Dim colStyles As GridColumnStylesCollection

   Try
     numRows = CType(dbg.DataSource, DataTable).Rows.Count
   Catch ex As Exception

     Try
       numRows = dbg.DataSource.Count
     Catch ex1 As Exception
       Return
     End Try

   End Try

   colStyles = dbg.TableStyles(0).GridColumnStyles

   g = Graphics.FromHwnd(dbg.Handle)
   sf = New StringFormat(StringFormat.GenericTypographic)

   'ColSize = g.MeasureString( _
   '    dbg.TableStyles(0).GridColumnStyles(col).HeaderText.ToString, _
   '    dbg.Font, _
   '    500, _
   '    sf)

   width = dbg.GetCellBounds(0, col).X
   ColSize = width

   For i As Integer = 0 To numRows - 1

     RowColsize = g.MeasureString(dbg(i, col).ToString, dbg.Font, 500, sf)

     If (RowColsize.Width > width) AndAlso (RowColsize.Width > ColSize)
Then
       width = RowColsize.Width
     End If

   Next

   g.Dispose()

   colStyles(col).Width = width '+ 8  '; // 8 is for leading and trailing
padding

 End Sub

 Private Shared Sub SizeEqually(ByVal ts As DataGridTableStyle)

   Dim headerWidth As Integer
   Dim nCols As Integer

   Try

     If ts Is Nothing OrElse ts.DataGrid Is Nothing Then
       Return
     End If

     'get a reference to the GridColumnStyles
     Dim colStyles As GridColumnStylesCollection = ts.GridColumnStyles

     nCols = ts.GridColumnStyles.Count

     Try
       headerWidth = ts.DataGrid.GetCellBounds(0, 0).X
     Catch ex As Exception
       headerWidth = 20
     End Try

     'get the target width
     Dim width As Integer = ts.DataGrid.Size.Width - headerWidth - 4 ' the
4 handles the borders

     If IsScrollBarVisible(ts.DataGrid) Then
       width -= SystemInformation.VerticalScrollBarWidth
     End If

     Dim lastColIndex As Integer = nCols - 1

     'set to zero so horizontal scroll does not show as your size
     'frees up room in case leading cols grod during resize and try to
flash teh HScroll
     colStyles(lastColIndex).Width = 0

     Dim i As Integer
     Dim colWidth As Integer = width / nCols
     For i = 0 To lastColIndex - 1
       colStyles(i).Width = colWidth
     Next

     'make last col fit whatever is left (handles pixels lost to int
division
     colStyles(lastColIndex).Width = width - (nCols - 1) * colWidth

   Catch ex As Exception

   End Try

 End Sub

 Private Shared Function IsScrollBarVisible(ByVal aControl As Control) As
Boolean
   Dim c As Control
   For Each c In aControl.Controls
     If c.GetType() Is GetType(VScrollBar) Then
       If c.Visible Then
         Return True
       Else
         Return False
       End If
     End If
   Next
   Return False
 End Function

End Class