I have been frustrated by this weird behavior of DataGridView.
When its databind-ed, one cell gets selected even when the grid does not have focus. I have adopted certain workarounds like this
this.ActiveControl = textBoxPartySearch;
dataGridView1.Refresh();
dataGridView1.ClearSelection();
dataGridView1.CurrentCell = null;
e.Handled = true;
as suggested in this question of mine : Remove blue colored row from DataGridView WinForms
But this workaround does not work sometimes and making the code messy.
Is there any other free datagridview available that does not have this problem ?