I just had a look at the source of TStringGrid. The Row property is inherited from TCustomGrid (via TDrawGrid and TCustomDrawGrid), where it is defined as
property Row: Longint read FCurrent.Y write SetRow;
as you say. SetRow calls FocusCell whichs calls MoveCurrent. This one calls SelectCell. This is a virtual function, and although it is highly trivial in TCustomGrid, where it is defined as
function TCustomGrid.SelectCell(ACol, ARow: Longint): Boolean;
begin
Result := True;
end;
in TCustomDrawGrid, we have
function TCustomDrawGrid.SelectCell(ACol, ARow: Longint): Boolean;
begin
Result := True;
if Assigned(FOnSelectCell) then FOnSelectCell(Self, ACol, ARow, Result);
end;
Hence, OnSelectCell is called every time Row or Col is changed, as Skamradt wrote in a comment.
Yes, this event is called before the new cell is selected, but we have
FOnSelectCell: TSelectCellEvent;
where
type
TSelectCellEvent = procedure (Sender: TObject; ACol, ARow: Longint;
var CanSelect: Boolean) of object;
ACol and ARow contain the new "values-to-be". You can even disallow the change of selected cell by setting CanSelect to false. Consequently, there is no need to override anything.
(Also, you cannot override SetRow because it is not virtual. It is very possible to override private and protected members, but only virtual methods can be overridden.)