I've got an AdvancedDataGrid that I want to show tooltips for the various column headers when the user mouses over the column header.
Is this the right way to go about it?
You need to write a dataTipFunction and set the showDataTips property to true.
If you want the tooltip only for headers then instead of checking for the dataField property as shown in the link you forwarded, you can check if the object passed to the dataTipFunction is an AdvancedDataGridColumn or not. If it is then cast it to AdvancedDataGridColumn and return the correct tip based on the column you got.