For the GridDataBoundGrid (which is sort of row-oriented) there are several row-type events such as RowEnter, RowLeave, RowEditing, etc.
For the GridControl (which is cell-oriented), there are many CurrentCell events that give you access at different times.
If by changing, you mean moving the location of the current cell, then take a look at:
CurrentCellMoving
CurrentCellMoved
CurrentCellDeactivating
CurrentCellDeativated
CurrentCellActivating
CurrentCellActivated
Here is a sample CurrentCellMoving handler;
private void gridControl1_CurrentCellMoving(object sender, Syncfusion.Windows.Forms.Grid.GridCurrentCellMovingEventArgs e)
{
GridCurrentCell cc = this.gridControl1.CurrentCell;
Console.WriteLine(string.Format("Moving: from {0} {1} to {2} {3}", cc.RowIndex, cc.ColIndex, e.RowIndex, e.ColIndex));
}
If you have the source code version of the product, you can enable TraceSwitches to see output on exactly what events are hit as you work with the grid. Search the release notes for TraceSwitches to see information on how to do this. Also, look at the config file for the GridPad to see a sample of these switchs.
If by change, you mean changing the vlaues of the cells, then there is another set of CurrentCell events that you can use.