WPF DataGrid与Windows窗体DataGridView

I have experience in WPF and Windows Forms, however have only used the Windows Forms DataGridView and not the WPF DataGrid (which was only included in .Net 4 or could be added to .Net 3.5 from Codeplex, I understand). I am about to devlop an app using one of these controls heavily for large amounts of data and have read performance is an issue with the WPF DataGrid so I may stick to the Windows Forms DataGridView.. Is this the case?I have experience in WPF and Windows Forms, how