To align a column header for a particular column, you can set:
grid[0, colIndex].HorizontalAlignment = GridHorizontalAlignment.Left;
More generally, you can loop through the column styles and set the style o fthe header cell to match the style of the column.
//in a gridcontrol
for(int i = 1; i <= grid.ColCount; ++i)
grid[0, i].HorizontalAlignment = grid.ColStyles[i].HorizontalAlignment;
//in a griddataboundgrid
//if you have not added GridBoundColumns
for(int i = 1; i <= grid.Model.ColCount; ++i)
grid[0, i].HorizontalAlignment = grid.Binder.InternalColumns[i-1].HorizontalAlignment;
//in a griddataboundgrid
//if you have added GridBoundColumns
for(int i = 1; i <= grid.Model.ColCount; ++i)
grid[0, i].HorizontalAlignment = grid.GridBoundColumns[i-1].HorizontalAlignment;