My favorite Grant movie; one of my favorite movies period, is North by Northwest. Hitchcock's direction, the script by Ernest Lehman, and the supporting performances by James Mason, Martin Landau, and Eva Marie Saint combine to make the movie one of the most entertaining ever made - exciting, thrilling, and funny all at the same time.
As Roger Thornhill, Grant spends the movie on the run from a mysterious cabal of spies and agents that is never really that well-defined, but after a while it no longer matters. You just hold on tight, and enjoy the ride. Through it all, Grant is unflappable, looking absolutely marvelous in his gray suit, quick with the wit, and finding time through it all to woo the Eva Marie Saint character - on a train, no less.
My favorite scene in the movie is when the bad guys think they finally have Thornhill cornered, right in the middle of an art auction, and through some fast talking he manages to make such a nuisance of himself that the police are called, he picks a fight with the officer, and is escorted (safely) away from the building, in the back of a police car. During the course of the scene, my favorite bit of dialogue occurs:
Roger Thornhill [commenting on the piece of art up for bid]: How do we know it's not a fake? It looks like a fake.
Bidder: Well, one thing we know. You're no fake. You are a genuine idiot.
To which Thornhill politely replies, with a brief nod to the woman, "Thank you." Never fails to crack me up, and I've seen it too many times to mention.