Currently the show/hide column toggle is located in the last column of the the datagrid. The first issue is that this takes in some space which very often is need badly for the data to show. Another thing is that when rendering a large datagrid the last column is often pushed off page adding additional scrollbars in the process and to make matters worse, if the icon is pushed off page people often overlook it so they cannot fix their problem either.
So all in all i think it would be a good idea to move the icon or to make it configurable where it is rendered.