New mics come with both.
Here's a freq graph from the DPA site:

I use the 'short' grid. That's the one that comes installed on the mic with more grid showing. I find the slight high end boost useful and pleasant, especially from farther back as Craig mentions, but don't find the boost objectionable up close. Sometimes I'll EQ a little dip up there on playback if needed, but I wouldn't really know in advance if or when I'd do that so I've never run them without grids except for not very applicable tests at home around the yard, in front of the stereo, etc.
There is one thing I plan on trying the high boost grids for.. I did some tests a while back with a 8" foam Nerfball as a baffle. I recorded a short segment of live music at a festival with the mics taped to either side of the ball facing forwards and with the caps flush in the ball facing directly to the sides. Both tests used short grids. In the end I didn't care for either, at least not in that scenario, the sound was rather dull and lifeless (decent low end fwiw). But I did do some further ambient recording back at camp and using the high boost grids flush in the surface of the ball which were much, much better sounding, for ambient sound-scape stuff at least (mostly high frequency birds, frogs & forest noises). I plan on investigating this further.