The problem is not new: after setting some filters in a grid (typically in admin view), and gone to another page, returning in the grid's page I would like to find the filters with previous setting mantained.
The CGridView widget is very useful and customizable, but sometimes you need a little more.
One limit I found is to have only one row for headers; yes, you can write each column header in more than one row, but just inside the single cell.
I was looking instead for the possibility to use more than one row, with different structure one from the others.
This way you can write columns grouping headers, and obtain a nicer view.