This wiki is a step-by-step example explaining how the controller, model and the view's CGridView work together. It explains simple things - as well as more complex things that you will anyway quickly have to know. So, even if you don't use dynamic gridviews, take a morning off and thoroughly work through this tutorial. It should save you lots of struggling.
CGridView (or CListView) together with CActiveDataProvider is a very powerful combination of the built-in tools of Yii. But how do they work together to accomplish their fantastic functions? And what are you expected to do to use them and to customize their behaviors? This article explains the very basics of them.
Changing the way a CGridView is rendered from the configuration file, or through behaviors specified at the moment it is used, is handy to extend a CGridView without creating tons of different classes for it.
I am surprised that this is not in the default implementation, so I made my default CGridView implementation.