Автор: http://www.sources.ru

procedure GridRemoveColumn(StrGrid: TStringGrid; DelColumn: Integer);
var
  Column: Integer;
begin
  if DelColumn <= StrGrid.ColCount then
  begin
    for Column := DelColumn to StrGrid.ColCount - 1 do
      StrGrid.Cols[Column - 1].Assign(StrGrid.Cols[Column]);
    StrGrid.ColCount := StrGrid.ColCount - 1;
  end;
end;