<asp:GridView ID="gridView" OnPageIndexChanging="gridView_PageIndexChanging" OnSorting="gridView_Sorting" runat="server" />
//Sıralamanın büyükten küçüğe mi, küçükten büyüğüme sıralama yapacağını belirtir.
private string ConvertSortDirectionToSql(SortDirection sortDireciton)
{
string newSortDirection = String.Empty;
switch (sortDirection)
{
case SortDirection.Ascending:
newSortDirection = "ASC";
break;
case SortDirection.Descending:
newSortDirection = "DESC";
break;
}
return newSortDirection
}
// Sıralama yapmak için
protected void gridView_Sorting(object sender, GridViewSortEventArgs e)
{
DataTable dataTable = gridView.DataSource as DataTable;
if (dataTable != null)
{
DataView dataView = new DataView(dataTable);
dataView.Sort = e.SortExpression + " " + ConvertSortDirectionToSql(e.SortDirection);
gridView.DataSource = dataView;
gridView.DataBind();
}
}

//Sayfalama yapmak için
protected void gridView_PageIndexChanging(object sender, GridViewPageEventArgs e)
{
gridView.PageIndex = e.NewPageIndex;
gridView.DataBind();
}

Kaynak: forum.asp.net