There's a community project going on at Codeplex called WPF Toolkit that gives you a free themed DataGrid for WPF projects with 7 themes available.
“The WPF Toolkit is a collection of WPF features and components that are being made available outside of the normal .NET Framework ship cycle. The WPF Toolkit not only allows users to get new functionality more quickly, but allows an efficient means for giving feedback to the product team. Many of the features will be released with full source code as well. Over time, some of these features may be moved into the .NET Framework, based on readiness and customer feedback. This is a Community Tech Preview (CTP) Release of the DataGrid control. The download links on this page include a binaries only and a binaries & sources release package...”
Please note that you need to have .NET Framework SP1 installed for the toolkit to function properly.