Below is a helper class that I use for exporting a DataGrids contents to an external file. The below code references gridViewText, but I haven't tested it out on a GridView yet as the code is from an application I'm working on upgrading. But, it works like a charm on the DataGrid.

public sealed class ExportHelper
{
    public static void ExportToCsv(string gridViewText, string contentType, HttpResponse response)
    {
        const string m_Delimiter_Column = ",";
        string m_Delimiter_Row = Environment.NewLine;

        response.ContentType = contentType;

        Regex m_RegEx = new Regex(@"(>\s+<)", RegexOptions.IgnoreCase);
        gridViewText = m_RegEx.Replace(gridViewText, "><");

        gridViewText = gridViewText.Replace(m_Delimiter_Row, String.Empty);
        gridViewText = gridViewText.Replace("</td></tr>", m_Delimiter_Row);
        gridViewText = gridViewText.Replace("<tr><td>", String.Empty);
        gridViewText = gridViewText.Replace(m_Delimiter_Column, "\\" + m_Delimiter_Column);
        gridViewText = gridViewText.Replace("</td><td>", m_Delimiter_Column);

        m_RegEx = new Regex(@"<[^>]*>", RegexOptions.IgnoreCase);
        gridViewText = m_RegEx.Replace(gridViewText, String.Empty);

        gridViewText = HttpUtility.HtmlDecode(gridViewText);
        response.Write(gridViewText);
        response.End();
    }

    public static void ExportToExcelWord(string gridViewText, string contentType, HttpResponse response)
    {
        response.ContentType = contentType;
        response.Write(gridViewText);
        response.End();
    }
}