New Control: EmptyDataGrid
Well after a few short hours, I've got a working EmptyDataGrid that inherits and extends the current DataGrid. It adds 2 new properties, EmptyDataTemplate and EmptyDataStyle. The behavior for displaying the datagrid is different depending on your data source, however. For example, if you use a DataSet/DataTable, you will see the columns at the top, and the EmptyDataTemplate as a row beneath that. However, if you use a DataReader as the data source, then you will only see the EmptyDataTemplate displayed.
If you're extremely excited to see this in action, let me know and I can post a sample. However, this control will not be released until I release v1.9 of my control set.