I have a DataGrid which is bound to an array of data objects. How do I persist changes (save updated values to the database) of the data each time any field is changed? What event should I use?
You can use the DataGrid.CellEditEnding event and do whatever you need to save or validate your data.
http://msdn.microsoft.com/en-us/library/system.windows.controls.datagrid.celleditending.aspx