Problem:
If my DataGrid is not entirely visible (horizontal & vertical scrollbars are showing) and I click on one of my cells that is p
You can access the DataGrid's internal ScrollViewer by modifying the template. Although normally you wouldn't put an event handler to code behind in a template, if you declare the template inline you can treat the event handler the same way you are when you attach it to the DataGrid itself. This is the default template as generated from Blend including an added handler on the ScrollViewer for the RequestBringIntoView event:
Column