Dear Friend
We can use arrays.
We have to use CArrayDataProvider.
I give an example.
<?php $arr=array(
                array("id"=>1,"fruit"=>"apple","color"=>"red"),
                array("id"=>2,"fruit"=>"orange","color"=>"orange"),
                array("id"=>3,"fruit"=>"grape","color"=>"green"),
                array("id"=>4,"fruit"=>"banana","color"=>"yellow"),              
                );
?>
<?php $this->widget('zii.widgets.grid.CGridView', array(
	'id'=>'customer-grid',
	'dataProvider'=>new CArrayDataProvider($arr),
	'columns'=>array(
	    'id',
	    'fruit',
	    'color',		
	),
));
?>
Do not forget to put id in each element.
If your array record do not contain keyField ie) id
You can do something like this.
<?php $arr=array(
                array("fruit"=>"apple","color"=>"red"),
                array("fruit"=>"orange","color"=>"orange"),
                array("fruit"=>"grape","color"=>"green"),
                array("fruit"=>"banana","color"=>"yellow"),              
                );
$dataProvider=new CArrayDataProvider($arr);
$dataProvider->keyField=false;
?>
<?php $this->widget('zii.widgets.grid.CGridView', array(
	'id'=>'customer-grid',
	'dataProvider'=>$dataProvider,
	'columns'=>array(
	    'fruit',
	    'color',		
	),
));
 ?>
It is advised to put keyField and also as id to avoid confusion.
Regards.