Question: "What is the max number of rows/columns that are able to be supported by this component?  We recently got a project that will have hundreds of thousands if not millions of records and I need to know about where the upper limit would be"

Our maximums will be the same as the Flex SDK maximums. ExtendedDataGrid/ADG inherits from their sdk counterparts, and most of our work is around the chrome area. We have negligible, if any impact on overall performance.

That said, It is usually not a good idea to push down more than a few thousand records to the client. We provider filterPageSortMode property to handle large recordsets. Please read:

Question: I would like to populate my filter drop down with data outside the grid data but have not been successful.
<columns:ExtendedDataGridColumn headerText="Header" ...    filterComboBoxDataProvider="{mStatusInfo}" ... />

var mStatusData:ArrayCollection = new ArrayCollection();
for each (var item:Object in items)

Answer: Please call grid.refreshLayout() after the items are added.

Question: My toolbar on the grid is coming at the bottom of the grid.
I want to know how to put it on top of the grid like it is displayed on the flexicious website demo..
Answer: Use the displayOrder property.