I want to prompt the user to enter new elements into a databound collection when they click in the empty area of a DataGridView.  How can I find out if the user has clicked inside of the DataGridView (the grey area by default), but not in a Column/Row/Cell?
You can use MouseClick event and do a hit test for it.
private void dgv_MouseClick(object sender, MouseEventArgs e)
{
    var ht = dgv.HitTest(e.X, e.Y);
    if (ht.Type == DataGridViewHitTestType.None)
    {
         //clicked on grey area
    }
}
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