I do not really use any formal grammar. We use Robinson which advocates copywork for younger children and then "essay" writing after that (which is essentially free writing).
The combo of the copywork, reading high quality well written books and then the free writing is essentially it : ).
But I know many folks who worry about grammar in some form or fashion and I came across these and they look like a fun way to cover grammar for those that prefer something to follow:
The Giggly Guide to Grammar by Cathy Campbell
Hot Fudge Monday: Tasty Ways to Teach Parts of Speech to Students Who Have a Hard Time Swallowing Anything to Do With Grammar. By Randy Larson
A book we have on hand here for the kids to read over is Grammar-land by M.L. Nesbitt
(this is a free download via Gutenberg or you can buy a written copy of it through Amazon).