Автор: http://www.sources.ru

type
  TStringGridExSortType = (srtAlpha, srtInteger, srtDouble);

procedure GridSort(SG: TStringGrid; ByColNumber, FromRow, ToRow: integer;
  SortType: TStringGridExSortType = srtAlpha);
var
  Temp: TStringList;

  function SortStr(Line: string): string;
  var
    RetVar: string;
  begin
    case SortType of
      srtAlpha: Retvar := Line;
      srtInteger: Retvar := FormatFloat('000000000', StrToIntDef(trim(Line),
        0));
      srtDouble:
        try
          Retvar := FormatFloat('000000000.000000', StrToFloat(trim(Line)));
        except
          RetVar := '0.00';
        end;
    end;

    Result := RetVar;
  end;

  // Рекурсивный QuickSort
  procedure QuickSort(Lo, Hi: integer; CC: TStrings);

    procedure Sort(l, r: integer);
    var
      i, j: integer;
      x: string;
    begin
      i := l;
      j := r;
      x := SortStr(CC[(l + r) div 2]);
      repeat
        while SortStr(CC[i]) < x do
          inc(i);
        while x < SortStr(CC[j]) do
          dec(j);
        if i <= j then
        begin
          Temp.Assign(SG.Rows[j]); // Меняем местами 2 строки
          SG.Rows[j].Assign(SG.Rows[i]);
          SG.Rows[i].Assign(Temp);
          inc(i);
          dec(j);
        end;
      until i > j;
      if l < j then
        sort(l, j);
      if i < r then
        sort(i, r);
    end;

  begin {quicksort}
    ;
    Sort(Lo, Hi);
  end;

begin
  Temp := TStringList.Create;
  QuickSort(FromRow, ToRow, SG.Cols[ByColNumber]);
  Temp.Free;
end;