If You don't want to add Grid block in every module, You can simply use this module. (for tests)
If you are tired of adding custom attributes to order grid,
and You dont want to rewrite Mage_Adminhtml_Block_Sales_Order_Grid in every module,
You can simply add the attribute code and display name in admin panel.
attribute_code_from_installer:Display Name,another_attr_code:Another Display Name
module will add attributes to grid after entity_id column.
Effect: