Poor performance of TStringGrid

One other thing I have found to be very important when going through a lot of records is to use proper TField variables for each field. FieldByName iterates through the Fields collection every time so is not the most performant option. Before the loop define each field as in:

var
  f1, f2: TStringField;
  f3: TIntegerField;

begin
  // MyStringGrid.BeginUpdate; // Can't do this
  // Could try something like this instead:
  // MyStringGrid.Perform(WM_SETREDRAW, 0, 0);
  try
    while ... do
    begin
      rowvalues[0] := f1.AsString;
      rowvalues[1] := f2.AsString;
      rowvalues[2] := Format('%4.2d', f3.AsInteger);
      // etc 
    end;
  finally
    // MyStringGrid.EndUpdate; // Can't - see above
    // MyStringGrid.Perform(WM_SETREDRAW, 1, 0);
    // MyStringGrid.Invalidate;
  end;
end;

That along with BeginUpdate/Endupdate and calling Query.DisableControls if appropriate.

The solution was to add all values in a row at once, using the "Rows" property.

My code now looks like this:

Grid.RowCount := Query.RecordCount;
rowValues:=TStringList.Create;
J := 0;

while not Query.EOF do
begin
    rowValues[0]:=Query.FieldByName('Value1').AsString;
    rowValues[1]:=Query.FieldByName('Value2').AsString;
    rowValues[2]:=Query.FieldByName('Value3').AsString;
    // etc for other columns.
    Grid.Rows[J]:=rowValues;
    Inc(J);
    Query.Next();
end;

rowValues.Free; // for the OCD among us

This brought the time down from 2 seconds to about 50ms.

FieldByName used in a loop is very slow since it is calculated each time. You should do it out of the loop and then just use results inside of a loop.