I am trying to get the selected row of the GridView, and I know that I should be able to get that information based on the OnSelectedIndexChanged e
It is NOT true that you can't click a row and have it handle the SelectedIndexChanged event. You just have to add a little code to the RowCreated event.
Protected Sub yourDataGrid_RowCreated(sender As Object, e As System.Web.UI.WebControls.GridViewRowEventArgs) Handles yourDataGrid.RowCreated
If e.Row.RowType = DataControlRowType.DataRow Then
e.Row.Attributes("onclick") = Me.Page.ClientScript.GetPostBackEventReference(Me.yourDataGrid, "Select$" & e.Row.RowIndex)
End If
End Sub