Here I gave a tip about GridView and PagerTemplate:

http://forums.asp.net/t/1409011.aspx

and this tip is about saving pager index and sorting properties:

    protected void Page_Unload(object sender, EventArgs e)
    {
        // Save grid view properties
        Session["MainGVP"] = string.Format("{0};{1};{2}", grdRecords.SortExpression, grdRecords.SortDirection, grdRecords.PageIndex);
    }

    protected void Page_Load(object sender, EventArgs e)
    {
        if (!IsPostBack)
        {
            // Load grid view here

            // Set grid view properties
            if (Session["MainGVP"] != null)
            {
                string[] Items = Session["MainGVP"].ToString().Split(';');
                grdRecords.Sort(Items[0], (SortDirection)Enum.Parse(typeof(SortDirection), Items[1]));
                grdRecords.PageIndex = int.Parse(Items[2]);
            }
        }       
    }

 enjoy...