If you are working on web graphics within Illustrator, you will probably want your shapes to snap to a grid, similar to how they are typically prepared in Photoshop or Fireworks. However, when working with vector shapes, a pixel isn't really the smallest unit of measurement, such as working with raster graphics. Vector shapes theoretically can be infinitely fine since they are generated mathematically.
This can create a lot of headaches when trying to "snap" to a "grid" in Illustrator, because the grid may not necessarily be related to pixels. And even if it is, there are some settings you need to change to make it behave more like Photoshop. The most important thing, and this has caused a lot of confusion amongst designers, is to un-check the "align new objects to pixel grid" option. Depending on what you are working on, there are times you may want this checked, but if you are trying to align to a grid, it essentially negates it. To make matters worse, this option only appears to be available at the initial options screen when you are creating a new document. I cannot seem to find it anywhere else, to change it after you have already created a document.
If you have the option enabled, the shapes and lines you are working on will snap to every pixel, rather than to your grid. So if your grid is set up for every 10 pixels, and you have Snap To Grid turned on, it will appear as if it's not working at all. Technically it is snapping to both, but for all intents and purposes snapping to pixels negates snapping to a grid.
Another option you will want to set correctly is the number of subdivisions. Under Preferences > Guides & Grids, there is an option to define the increments for your grid. I typically set mine to every 10px. For subdivisions, choose 1, so you are not getting all sorts of extra subdivisions within the 10px grid squares.
One of the nice things about working with the Grid in Illustrator is that you can snap to a grid even when it is not visible, just as in Fireworks. For some reason they have yet to make this possible in Photoshop.
This can create a lot of headaches when trying to "snap" to a "grid" in Illustrator, because the grid may not necessarily be related to pixels. And even if it is, there are some settings you need to change to make it behave more like Photoshop. The most important thing, and this has caused a lot of confusion amongst designers, is to un-check the "align new objects to pixel grid" option. Depending on what you are working on, there are times you may want this checked, but if you are trying to align to a grid, it essentially negates it. To make matters worse, this option only appears to be available at the initial options screen when you are creating a new document. I cannot seem to find it anywhere else, to change it after you have already created a document.
If you have the option enabled, the shapes and lines you are working on will snap to every pixel, rather than to your grid. So if your grid is set up for every 10 pixels, and you have Snap To Grid turned on, it will appear as if it's not working at all. Technically it is snapping to both, but for all intents and purposes snapping to pixels negates snapping to a grid.
Another option you will want to set correctly is the number of subdivisions. Under Preferences > Guides & Grids, there is an option to define the increments for your grid. I typically set mine to every 10px. For subdivisions, choose 1, so you are not getting all sorts of extra subdivisions within the 10px grid squares.
One of the nice things about working with the Grid in Illustrator is that you can snap to a grid even when it is not visible, just as in Fireworks. For some reason they have yet to make this possible in Photoshop.