How to sort databound DataGridView column?

I recall having issues finding something that would work when I added sorting to my datagrids too. You can implement a sortable bindable list by first adding the following class to your project. It is a list implementation that implements BindingList<T>, so that you can bind your datagrid to it, and it also supports sorting. A better explanation of the details than I could give is on MSDN here

public class SortableBindingList<T> : BindingList<T>
{
    private ArrayList sortedList;
    private ArrayList unsortedItems;
    private bool isSortedValue;

public SortableBindingList()
{
}

public SortableBindingList(IList<T> list)
{
    foreach (object o in list)
    {
        this.Add((T)o);
    }
}

protected override bool SupportsSearchingCore
{
    get
    {
        return true;
    }
}

protected override int FindCore(PropertyDescriptor prop, object key)
{
    PropertyInfo propInfo = typeof(T).GetProperty(prop.Name);
    T item;

    if (key != null)
    {
       for (int i = 0; i < Count; ++i)
        {
            item = (T)Items[i];
            if (propInfo.GetValue(item, null).Equals(key))
                return i;
        }
    }
    return -1;
}

public int Find(string property, object key)
{
    PropertyDescriptorCollection properties =
        TypeDescriptor.GetProperties(typeof(T));
    PropertyDescriptor prop = properties.Find(property, true);

    if (prop == null)
        return -1;
    else
        return FindCore(prop, key);
}

protected override bool SupportsSortingCore
{
    get { return true; }
}


protected override bool IsSortedCore
{
    get { return isSortedValue; }
}

ListSortDirection sortDirectionValue;
PropertyDescriptor sortPropertyValue;

protected override void ApplySortCore(PropertyDescriptor prop,
    ListSortDirection direction)
{
    sortedList = new ArrayList();

   Type interfaceType = prop.PropertyType.GetInterface("IComparable");

    if (interfaceType == null && prop.PropertyType.IsValueType)
    {
        Type underlyingType = Nullable.GetUnderlyingType(prop.PropertyType);

         if (underlyingType != null)
        {
            interfaceType = underlyingType.GetInterface("IComparable");
        }
    }

    if (interfaceType != null)
    {
        sortPropertyValue = prop;
        sortDirectionValue = direction;

        IEnumerable<T> query = base.Items;
        if (direction == ListSortDirection.Ascending)
        {
            query = query.OrderBy(i => prop.GetValue(i));
        }
        else
        {
            query = query.OrderByDescending(i => prop.GetValue(i));
        }
        int newIndex = 0;
        foreach (object item in query)
        {
            this.Items[newIndex] = (T)item;
            newIndex++;
        }
        isSortedValue = true;
        this.OnListChanged(new ListChangedEventArgs(ListChangedType.Reset, -1));

    }
    else
    {
        throw new NotSupportedException("Cannot sort by " + prop.Name +
            ". This" + prop.PropertyType.ToString() +
            " does not implement IComparable");
    }
}

protected override void RemoveSortCore()
{
    int position;
    object temp;

    if (unsortedItems != null)
    {
        for (int i = 0; i < unsortedItems.Count; )
        {
            position = this.Find("LastName",
                unsortedItems[i].GetType().
                GetProperty("LastName").GetValue(unsortedItems[i], null));
            if (position > 0 && position != i)
            {
                temp = this[i];
                this[i] = this[position];
                this[position] = (T)temp;
                i++;
            }
            else if (position == i)
                i++;
            else
                unsortedItems.RemoveAt(i);
        }
        isSortedValue = false;
        OnListChanged(new ListChangedEventArgs(ListChangedType.Reset, -1));
    }
}

public void RemoveSort()
{
    RemoveSortCore();
}
protected override PropertyDescriptor SortPropertyCore
{
    get { return sortPropertyValue; }
}

protected override ListSortDirection SortDirectionCore
{
    get { return sortDirectionValue; }
}

}

With that in place, the only changes you need to make to the code that you have posted above is to create a SortableBindingList based on your list and bind to the sortable list, rather than the standard one, like so:

List<MyClass> list = new List<MyClass>();
list.Add(new MyClass("Peter", 1202));
list.Add(new MyClass("James", 292));
list.Add(new MyClass("Bond", 23));

// Added sortable list...
SortableBindingList<MyClass> sortableList = new SortableBindingList<MyClass>(list);

BindingSource bs = new BindingSource();
bs.DataSource = sortableList;   // Bind to the sortable list

And that will be enough to get you going.