When you say paging, do you mean limiting the datagrid to loading what's visible on screen instead of the entire dataset (all rows)? If yes, Xceed DataGrrid for WPF has the most advanced capabilities on the market for doing this. It is built in, and we support asynchronous loading of data while virtualizing, nobody else does.
Check out this demo: http://xceed.com/bingbling <-- Do a search and then try line down, page down, etc. See how data seems to "always be there" even if there are millions of results?
Otherwise, do you simply mean having, instead of a scrollbar, "first | prev | next | last" controls on the screen?
VP, R&D, Xceed