dataGridView1.MultiSelect = false;
dataGridView1.Rows[dataGridView1.RowCount - 1].Selected = true;
dataGridView1.CurrentCell = dataGridView1.Rows[this.dataGridView1.Rows.Count - 1].Cells[1];

------解决方案--------------------

这刚好以前做过，代码如下:
           dgv_All.DataSource = _vioTable;
           for (int i = 0; i < dgv_All.Rows.Count;i++)
           {
               if (i == dgv_All.Rows.Count - 1)
               {
                   dgv_All.Rows[i].Selected = true;
               }
               else
               {
                   dgv_All.Rows[i].Selected = false;
               }
           }
           dgv_All.FirstDisplayedScrollingRowIndex = dgv_All.RowCount - 1;

------解决方案--------------------
同意一楼的解答。。。

------解决方案--------------------
C# code

private void Form1_Load(object sender, EventArgs e)
        {
            this.dgvShow.Columns.Add("11","22");
            for (int i = 0; i < 100; i++)
            {                
                this.dgvShow.Rows.Add();
                dgvShow.Rows[i].Cells[0].Value = 2000 + i;
            }
        }

private void btnDGVGo_Click(object sender, EventArgs e)
        {
            dgvShow.Rows[80].Selected = true;
            dgvShow.FirstDisplayedScrollingRowIndex = 80;
        }