Select a row in StrnigGrid?

No that's not what I want. When the user clicks one cell, the row where the cell is, has to be automatically selected.

Yes, this is exactly the purpose of goRowSelect.

Thing is, when you have this option, you can't have a cell selected and the row around it selected as well but without focus, meaning you can't use the editing mode of the cell, except by changing the mode on double click for example.

In the example below, LastSelected is TPoint, and goRowSelect an goEditing should be set to true

Beleive me I tried it works. Or your question does not express what you need.

It's not perfect still, because StringGrid is probably the worst Delphi Component ever as you will soon find out. Another solution would be to do the drawing yourself with DefaultDrawing set to false and puting some code in the onDrawCell event

I have done such a thing somewhere, maybe I could find it to you tomorrow as it is 2 AM here... Tell me if you still need it and I'll see what I can find

procedure TForm1.StringGrid1DblClick(Sender: TObject);
Var
 W,C:Integer;
begin
 with StringGrid1 do
  begin
   W:=ScreenToClient(Mouse.CursorPos).X;
   C:=0;
   while W>ColWidths[C] do
    begin
     Dec(W,ColWidths[C]);
     Inc(C);
    end;
   if C<FixedCols Then Exit;
   Options:=Options-[goRowSelect];
   EditorMode:=True;
   Col:=C;
  end;
end;
 
procedure TForm1.StringGrid1SelectCell(Sender: TObject; ACol, ARow: Integer;
  var CanSelect: Boolean);
begin
 with StringGrid1 do if (LastSelected.X<>ACol) Or (LastSelected.Y<>ARow) then
  begin
   LastSelected.X:=ACol;
   LastSelected.Y:=ARow;
   EditorMode:=False;
   Options:=Options+[goRowSelect];
  end;
end;
                                              

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Oups I forgot to look what I had in store for you.
If this is not enough for your needs, send me an e-mail so that I could send what I have. Ex/Ex does not like archive with Delphi code (does not recognize/accept the extension)

Ok, since I'm brand new to EE community I am not yet used to this kind of reaction from the asker, but it would seem that either he is not even understanding his own question or he does not want to believe somebody who is less than a true Genius with 10 years of participation in the exchange community.
Either way, I would not mind about a 50 points question going to ashes that way, all the more because it took me only seconds to give the first answer and merely minutes to prove my point with a working code.
Still, I don't understand and I'm a bit disappointed. This helps me to understand why some other participant expert expressed some time their frustration quite rudely.
Since I was ready to give freely some nice code improving TStringGrid, I guess I will keep it for someone who really deserve it (meaning was open minded enough to ask for it when proposed)

I recommend #3, as all Delphi users who cared reading Delphi Help knows that http:#25418554 is the right answer. But http:#25419270 is also a nice trick to avoid the first problem encountered when someone wants to use TStringGrid that way.

recommendations:
http://#25418554
http://#25419270

@Cazaxx
The goRowSelect does just what you asked
>>No that's not what I want
But what do you want then ?

Providing a screenshot of what you want is most helpfull ...