As an aside: I'm starting to think that optimizing the horizontal scrolling is simply not going to be possible.
What do you think of futzing with the scrollbar so I can make it render on the left side instead of the right side (for vertical scrolling) ? Would that be terribly difficult? If I did that -- I could make the whole datagrid visible (width wise) and use a container to do the scrolling. It would kill my locked columns, but as of now horizontal scrolling is completely unusable -- at least this would only make it frustrating.