Performance Of Dynamic DataGrid

I have a dynamic datagrid on web application, initially it will populate with search result data. in the first or last column will be a edit button to each row, when the user click this edit, it will allow user to see the column of the row shown as dropdownlist, textbook as defined in the datagrid(or TemplateColumn), after the user make their selection on those fields, the value will be valided and save to database.
My question is when come to make choice to populate the DataGrid, I have concern regarding when to load the Grid(further the Dropdownlist for example). do this inner controls populate with data when the user clicked edit, or do they populate with data when the grid was loaded with the search results? Which one would be more efficient in this case? I intend to hold the Population to the DropDownList until user clicked the row, but would wonder if this approach would work or not? how/when to add the value to the DropDownList.Item.collection?