There are quite a few grids available and I do not claim to be an expert. This is a beginners guide to grids, feel free to comment or correct me if I have got any information wrong.
There are three main manufacturers of grids : PCA, Pergamano and Siesta.
Traditional grids are mesh in a plastic frame, they come in regular and fine grade with a special perforating mat which fits in the frame. The grid enables you to produce accurate perforations. These are made by Pergamano and Siesta.
Steel flexi-duo grids seem to have advantages over the older mesh grids. You can emboss dots for example and the the holes are easy to see and line up. I prefer the A4 size and I love the way the perforations fix the parchment in place whilst you are working.
Pergamano also make steel grids, straight and diagonal, however they are not interchangeable with PCA grids. For example if a design specifies using a Pergamano diagonal grid a PCA diagonal grid will not work in the same way.