Personally, I call a method that binds the grid in the form_load event and formats the headers at the same time. See below snippet:

private void GetDiscounts(object sender, EventArgs e)
{
 try
 {
  Discounts = new BLL.Discounts().GetDiscounts(this.Pricebook.Id).DefaultView;

  if (Discounts.Count > 0)
  {
   DiscountsGridView.DataSource = Discounts;

   DiscountsGridView.Columns["Id"].Visible = false;

   DiscountsGridView.Columns["Name"].HeaderText = " Name";
   DiscountsGridView.Columns["Description"].HeaderText = " Description";
   DiscountsGridView.Columns["StartDate"].HeaderText = " Start Date";
   DiscountsGridView.Columns["EndDate"].HeaderText = " End Date";
   DiscountsGridView.Columns["Expires"].HeaderText = " Expires";
   DiscountsGridView.Columns["Active"].HeaderText = " Active";

   DiscountsGridView.AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.AllCells;
   DiscountsGridView.ClearSelection();
  }
  else
  {
   DiscountsGridView.DataSource = "";
  }
 }
 catch (Exception ex)
 {
  MessageBox.Show(string.Format("Error Getting Discounts: {0}", ex.Message), "ERP", MessageBoxButtons.OK, MessageBoxIcon.Error);
 }
}