Hey Neil, thanks for taking the time to toss some ideas our way! The Data Grid is something we are always looking to improve.
You are not the first person to ask about font size; and it is something we are looking in to. I have added your comment to the feature tracker.
I’ve added a header color picker to the feature tracker, but we do have a workaround in place for things like this. If you create a rectangle with 25% opacity, change it to the color you want, and then overlay it on top of the header, you can get your desired background color. We have a FAQ about it here http://help.balsamiq.com/multipleselection
As for being able to change the header row height, you can make it larger by adding “\r” in the header portion of the Data Grid’s text editor (more info here http://help.balsamiq.com/tables#datagridlinereturns). Were you looking for more granular control than that?
Keep those feature requests coming, Neil! We are always listening.