I know this is an old question but no one ever answered the first part, to set width in percent. That can easily be done with FillWeight (MSDN). In case anyone else searching comes across this answer.
You can set DataGridAutoSizeColumnMode to Fill in the designer. By default that gives each column FillWeight of 100. Then in code behind, on FormLoad event or after binding data to grid, you can simply:
gridName.Columns[0].FillWeight = 200;
gridName.Columns[1].FillWeight = 50;
And so on, for whatever proportional weight you want. If you want to do every single column with numbers that add up to 100, for a literal percent width, you can do that too.
It gives a nice full DataGrid where the headers use the whole space, even if the user resizes the window. Looks good on widescreen, 4:3, whatever.