SPGridView SharePoint 2010

1. Add Below Code To Your .ascx File

<SharePoint:SPGridView ID="spgvOrder" runat="server" AutoGenerateColumns="false"
                valign="top" AllowPaging="true" AllowSorting="true" AllowFiltering="true" FilterDataFields="Title,FirstName,LastName,State,Marks"
                FilteredDataSourcePropertyName="FilterExpression" FilteredDataSourcePropertyFormat="{1} like '{0}'"
                OnSorting="spgvOrder_Sorting">
                <Columns>
                    <SharePoint:SPBoundField DataField="Title" HeaderText="Code" ItemStyle-HorizontalAlign="Left" />
                    <SharePoint:SPBoundField DataField="FirstName" HeaderText="First Name" ItemStyle-HorizontalAlign="Left" />
                    <SharePoint:SPBoundField DataField="LastName" HeaderText="Last Name" ItemStyle-HorizontalAlign="Left" />
                    <SharePoint:SPBoundField DataField="State" HeaderText="State" ItemStyle-HorizontalAlign="Left" />
                    <SharePoint:SPBoundField DataField="Marks" HeaderText="Marks" ItemStyle-HorizontalAlign="Left" />
                </Columns>
            </SharePoint:SPGridView>
            <asp:ObjectDataSource runat="server" ID="gridds" OnFiltering="gridds_Filtering" OnObjectCreating="gridds_ObjectCreating" />
            <SharePoint:SPGridViewPager ID="SPGridViewPager1" GridViewId="spgvOrder" runat="server"></SharePoint:SPGridViewPager>


2. Add Below Code To Bind List Items To  SPGridView With Sorting & Filtering

protected void Page_Load(object sender, EventArgs e)
        {
            gridds.TypeName = this.GetType().AssemblyQualifiedName;
            spgvOrder.DataSourceID = gridds.ID;
            gridds.SelectMethod = "LoadData";
            spgvOrder.PageSize = 50;
            spgvOrder.DataBind();
        }
protected void spgvOrder_Sorting(object sender, GridViewSortEventArgs e)
        {
            if (ViewState["FilterExpression"] != null)
            {
                gridds.FilterExpression = (string)ViewState["FilterExpression"];
            }
        }
        protected void gridds_Filtering(object sender, ObjectDataSourceFilteringEventArgs e)
        {
            ViewState["FilterExpression"] = ((ObjectDataSourceView)sender).FilterExpression;
        }
        protected sealed override void LoadViewState(object savedState)
        {
            base.LoadViewState(savedState);

            if (Context.Request.Form["__EVENTARGUMENT"] != null &&
                 Context.Request.Form["__EVENTARGUMENT"].EndsWith("__ClearFilter__"))
            {
                // Clear FilterExpression
                ViewState.Remove("FilterExpression");
            }
        }
        protected void gridds_ObjectCreating(object sender, ObjectDataSourceEventArgs e)
        {
            e.ObjectInstance = this;
        }

public DataTable LoadData()
        {
            DataTable dt = null;
            try
            {
                dt = new DataTable();
                dt.Columns.Add("Title", typeof(string));
                dt.Columns.Add("FirstName", typeof(string));
                dt.Columns.Add("LastName", typeof(string));
                dt.Columns.Add("State", typeof(string));
                dt.Columns.Add("Marks", typeof(Int16));

                using (SPSite site = new SPSite(SPContext.Current.Site.ID))
                {
                    using (SPWeb web = site.OpenWeb())
                    {
                        SPList lst = web.Lists["ListName"];
                        SPListItemCollection itmcol = lst.Items;

                        if (itmcol != null && itmcol.Count > 0)
                        {
                            DataRow dr = null;
                            foreach (SPListItem itm in itmcol)
                            {
                                dr = dt.NewRow();
                                dr["Title"] = itm["Title"];
                                dr["FirstName"] = itm["FirstName"];
                                dr["LastName"] = itm["LastName"];
                                dr["State"] = itm["State"];
                                dr["Marks"] = itm["Marks"];

                                dt.Rows.Add(dr);
                            }
                        }
                    }
                }
            }
            catch (Exception ex)
            {
                throw ex.InnerException;
            }
            return dt;
        }