http://arnaudligny.fr/blog/magento-ajouter-une-colonne-dans-une-grille/

{namespace}_{module}_etc_config.xml

<adminhtml> 
    <events> 
        <core_block_abstract_to_html_before> 
            <observers> 
                <{nom_de_mon_observer}> 
                    <type>singleton</type> 
                    <class>{namespace}_{module}/observer</class> 
                    <method>beforeBlockToHtml</method> 
                </{nom_de_mon_observer}> 
            </observers> 
        </core_block_abstract_to_html_before> 
        <eav_collection_abstract_load_before> 
            <observers> 
                <{nom_de_mon_observer}> 
                    <class>{namespace}_{module}/observer</class> 
                    <method>beforeCollectionLoad</method> 
                </{nom_de_mon_observer}> 
            </observers>
        </eav_collection_abstract_load_before> 
    </events> 
</adminhtml>

{namespace}_{module}_Model_Observer.php

<?php

class {Namespace}_{Module}_Model_Observer 
{ 
    public function beforeBlockToHtml(Varien_Event_Observer $observer) 
    { 
        $grid = $observer->getBlock(); 

    /** 
     * Mage_Adminhtml_Block_Catalog_Product_Grid 
     */ 
    if ($grid instanceof Mage_Adminhtml_Block_Catalog_Product_Grid) { 
        $grid->addColumnAfter( 
            '{code_de_la_colonne}', 
            array( 
                'header' => Mage::helper('{Module}_catalog')->__('{{nom_de_la_colonne}}'), 
                'index'  => '{code_de_la_colonne}' 
            ), 
            'sku' 
        ); 
    } 
}

public function beforeCollectionLoad(Varien_Event_Observer $observer) 
{ 
    $collection = $observer->getCollection(); 
    if (!isset($collection)) { 
        return; 
    } 

        /** 
         * Mage_Catalog_Model_Resource_Product_Collection 
         */ 
        if ($collection instanceof Mage_Catalog_Model_Resource_Product_Collection) { 
            /* @var $collection Mage_Catalog_Model_Resource_Product_Collection */ 
            $collection->addAttributeToSelect('{code_de_l_attribut}'); 
        } 
    } 
}