I found a peice of code the other day in regards to sorting a gridview from a List<T> that might be helpful to alot of people.  The cool thing is you do not need the SqlDataSource in order to use the builtin Sorting Capabilities.  Below is the code:

protected void SortableNews_Sorting(object sender, GridViewSortEventArgs e)
{
    if (GridViewSortDirection == SortDirection.Ascending)
    {
        ((GridView)sender).DataSource = NewsCollection.OrderBy(mo => mo.GetType().GetProperty(e.SortExpression).GetValue(mo, null));
    }
    else
    {
        ((GridView)sender).DataSource = NewsCollection.OrderByDescending(mo => mo.GetType().GetProperty(e.SortExpression).GetValue(mo, null));
    }
    GridViewSortDirection = GridViewSortDirection == SortDirection.Ascending ? SortDirection.Descending : SortDirection.Ascending;
    ((GridView)sender).DataBind();
}
 

private SortDirection GridViewSortDirection
{
     get
     {
         if (ViewState[ "sortDirection" ] == null )
        {
            ViewState[ "sortDirection" ] = SortDirection .Ascending;
        }
         return ( SortDirection )ViewState[ "sortDirection" ];
    }
     set { ViewState[ "sortDirection" ] = value ; }
}