Oh boy, what a good question. I have been asking that question for 6 months now. This is what I have found:
The Microsoft DataGrid Control 6.0 is good. Works really well with the ADO Data control. TO have full control of how the data is stored updated and inserted though, you do have to loop through things like Cols and columns.
VSFlexGrid is good, binds with the ADO data control well, though has some different properties than the Microsoft grid. Datawidgets from Infragistics makes one, but it does not work with the Data control (in Access) and requires that you loop through the recordset using AddItem method to populate the grid.
I have not tried the APex DBTrueGrid.
Honestly, I think that ActiveX control makers don't think about the datagrid for Access because it Access lets you make Subforms into datasheets. Though I think they are a little lacking when you want to make them snazzy.
That is the best that I can give you.
Bob