I think that looking through all of these feature requests that perhaps grid should be designed with some kind of "plugin" architecture, where you can choose what features you want. For example, I have created an AutoFilter plugin that will add excel-like autofiltering to your grid. Its a simple as adding an autoFilter:true attribute to your cell definition.

In the absence of a true plugin mechanism, this is a class that you can mix with a grid to derive your own grid.

I've posted the code and a detailed blog entry about how to use it.

http://blog.medryx.org/2008/06/22/dojox-grid-plugin-autofilter/