I have used Telerik WPF Rad controls v10, they are good. But didn't used it's RadGrid.
And also I haven't used Infragistics and DevX controls for WPF.
Keeping in mind the easy and detailed documentation and easy to implement controls and support, Kindly suggest me WPF 3rd Party controls in terms of Datagrid.
Personally I'd choose DevX. I'm pleased with their support and I know their controls because I've used them ( for ASP.NET, WinForms ).
A good choice, nevertheless is to choose one you know. To be fair: All grid components will do great if you're on the standard track. As soon as you'll have something to implement that is not a general purpose usage it will get harder. This is - IMHO - true for all third party controls.
At least DevX has forums installed, maybe take a look there and on the forums of the other two options. Compare based on your needs and what you find online. That's the best suggestion you can get.
And by the way: we're all here in our spare time. We're not paid answering machines. So tell it's urgent, but do not await a quick reply. That could be seen as really impolite.