The most frequent problem regarding the HierarGrid seems to be that the plus/minus icons are not appearing on the page. The reason usually is simple: The DataRelation is not properly set up. If we take a look at the HierarGrid.cs source code you'll notice the following lines:
So, as long as drv.Row.GetChildRows(dataRelation) returns more than one row, the plus/minus icon should be visible.
//Relation Title => Sales
dc1 = ds.Tables[0].Columns["title_id"];
dc2 = ds.Tables[2].Columns["title_id"];
dr = new DataRelation("Title_Sales", dc1, dc2, false);
ds.Relations.Add(dr);
and see if it returns any rows.
Another option is adding a breakpoint to the TemplateSelection event. This should be called at least once for each DataRelation that has child rows.