Best Event for validating Cell Data for a DataGridView???

I am trying to validate data in a DGV. I have a breakpoint set in the KeyDown, KeyUp events of the Grid, but when I enter data and then leave....it doesn't hit the breakpoint. What is the best DataGridView Event to use to validate Cell Data?
BlakeMcKennaAsked:
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Jon_RaymondCommented:
try SelectedIndexChanged event of the grid, but this, I think, fires when you move to a new row.You coud also add a validation control if you have a template in the grid. Edit the template and add it there or in the HTML. You can also use the events of a text box in the template, such as the textchanged event
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SanclerCommented:
DataGridView.CellValidating Event

It's in the help files, or see here

http://msdn2.microsoft.com/en-us/library/system.windows.forms.datagridview.cellvalidating.aspx

Roger
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