para un Dbgrid puedes poner esto en el evento OnDrawColumnCell:
Código Delphi
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procedure TForm1.DBGrid1DrawColumnCell(Sender: TObject; const Rect: TRect;
DataCol: Integer; Column: TColumn; State: TGridDrawState);
begin
if (gdSelected in State) then
TDBGrid(sender).Canvas.Brush.Color:=clteal;
TDBGrid(sender).DefaultDrawColumnCell(Rect,DataCol,Column,State);
end;