I am creating some asp.net forums (similar to the vBulletin software here, with less features). I have pretty much the whole thing done except some details like paging the data.

To get the the point, have any of you paged your data without using stored datasets? Remember, this is web based and I can't cache the data without a serious hit in server performance, nor can I afford to hit the database and return all results each time when I need only 20 or so out of 1000+.

I have a book called ASP.NET Data Web Controls by Scott Mitchell. In it, he goes over a couple different ways to provide custom paging to the web datagrid control. I will probably end up implementing one of his, but was wondering if there are ways that some of you have tried that have been proven to be real good for you?