As I've stated that we have large amount of data. User may query between two or more months and gets thousands of records. We can not restrict them.
I don't think anyone is asking you to restrict your users My users frequently load tens of thousands of records into Infragistics grids and they don't see times that you are reporting.
The times you are reporting tell me that Infragistics is at least 8 times faster than Devexpress. Even though the thread we linked above relates to Infragistics grids I believe the same issue will also apply to Devexpress so I hope you read it. There is a MASSIVE difference in grid loading times for complex grids when running in the debugger and outside of it. With a F5 run in Visual Studio (i.e. running in the debugger), I can see 3 mins 20 seconds to load 15000 records. When I run without the debugger (CTRL+F5) this drops to 7 seconds - this is also the time users will see as, obviously, they don't run the debugger
A complex grid (like Infragistics or Devexpress) will never be as fast as the simpler DataGridView as there is a performance overhead for all those nice powerful features. However, I know for a fact that Infragistics/SF running outside of the debugger is not taking the times you are reporting so this must be a Devexpress/environment problem. I can also assure you, for good or bad, some users will pull in far more than 30,000 records and could do this several times over in the time you are waiting for one grid to load.
I really hope you have tried running CTRL+F5 - the other user hadn't and reduced a 5 minute loading time down to 20 seconds just by doing this one action.
Aaron