Please refer following threads:
This thread will show you how to search through all columns of ASP.NET GridView Data and show only those data which satisfies the search text:
How to search through GridView records[
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This example describes how to use GridView Filtering or Filter Gridview with DropDownList:
GridView Filter Expression with DropDownList ASP.NET[
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ASP.NET GridView Filtering[
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Also have a look on this CP Article, this will give you a Custom control derived from GridView, implements filtering, custom Top pager, and custom Bottom pager.
Custom GridView with Paging and Filtering[
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