I was about a year too early the first time. Here's crack #2 at getting a working datagrid in Silverlight. Still disconnected though... it uses a web service and no direct SQL client.
At MIX 2008 we shipped the first preview of the Silverlight DataGrid and a preview of it in WPF was also shown. Now that it is out there people want to know how to use it. If you are one of those people, then you have come to the right place. Here's a quick guide on how to get up and running with a Silverlight DataGrid.
And more from the comments about getting connections to SQL and Silverlight.
Last month, we built an internal demo which pulled Key Performance Indicators into a Messenger-style Vista gadget from Analysis Services, using web services and ADOMD. Silverlight 1.1 displayed the "bling" with bouncing graphs and spinning video cubes.
A datagrid will be even more helpful for data geeks like me, though it is probably a better idea to leave Silverlight to its unstructured, creative self.