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The component is fully client side and not rely on any server side technologies.
I think it possible to load related scripts and init component through scriptmanger, but there is no any special built-in support for such use-case. 

yes, i research lots of grid components and dhtmlx grid has best performance for me.. i tested your grid for scriptmanager pagemethods, it is working but there are some issues..

i m using grid in srnd mode, when i load all data from server everything is ok, but when i use dynamic load, grid does not go to server to load data when i scroll..

now i m working for implement grid with scriptmanager pagemethods and if you have some idea please share with me.. And i think this will be a strong feature for your components..

sample code for dhtmlxgrid and scriptmanager pagemethods;

//some code in head
//...
//...

<asp:ScriptManager ID="ScriptManager1" runat="server" EnablePageMethods="true" EnablePartialRendering="true"></asp:ScriptManager>

<div style="display: none">
<div id="title_flt_box">
<input type="text" style="border: 1px solid gray;" onclick="(arguments[0]||window.event).cancelBubble=true;" onkeyup="filterBy();">
<input type="text" style="border: 1px solid gray;" onclick="(arguments[0]||window.event).cancelBubble=true;" onkeyup="filterBy();">
<input type="text" style="border: 1px solid gray;" onclick="(arguments[0]||window.event).cancelBubble=true;" onkeyup="filterBy();">
</div>
</div>

<div id="products_grid" style="width: 500px; height: 200px;"></div>

<script>
var gridQString = "";
var mygrid = new dhtmlXGridObject('products_grid');
mygrid.setImagePath("../imgs/");
mygrid.setHeader("Product Name,Internal Code,Price");
mygrid.setInitWidths("150,150,150");
mygrid.setColAlign("left,left,right");
mygrid.setSkin("light");
mygrid.setColSorting("server,server,server");
mygrid.init();
mygrid.enableSmartRendering(true);
PageMethods.GetXml("somerequest",dataLoaded,dataFailed);
function dataLoaded(strXData){
mygrid.parse(strXData, function(){
mygrid.attachHeader("<div id='title_flt' style=\"padding:2px 2px 2px 2px;\"></div>,<div id='code_flt' style=\"padding:2px 2px 2px 2px;\"></div>,<div id='price_flt' style=\"padding:2px 2px 2px 2px;\"></div>");
document.getElementById("title_flt").appendChild(document.getElementById("title_flt_box").childNodes[0])
document.getElementById("code_flt").appendChild(document.getElementById("title_flt_box").childNodes[1])
document.getElementById("price_flt").appendChild(document.getElementById("title_flt_box").childNodes[2])
mygrid.setSizes();
});
}

function dataFailed(){
alert("Data Load Error");
}

</script>

thanks in advance..