Add A Grid Column by Layout Update and Observer

Copy<layout version="0.1.0">
    <add_order_grid_column_handle>
        <reference name="sales_order.grid">
            <action method="addColumnAfter">
                <columnId>skus</columnId>
                <arguments module="extendedsales" translate="header">
                    <header>SKUs</header>
                    <index>skus</index>
                </arguments>
                <after>status</after>
            </action>
        </reference>
    </add_order_grid_column_handle>

    <!-- Grid Reset -->
    <adminhtml_sales_order_index>
        <update handle="add_order_grid_column_handle" />
    </adminhtml_sales_order_index>

    <!-- Grid Filter -->
    <adminhtml_sales_order_grid>
        <update handle="add_order_grid_column_handle" />
    </adminhtml_sales_order_grid>
</layout>