The Search Grid allows you to quickly Copy and Paste Data. This is a particularly useful feature to quickly pull data from the system.
First, click on any cell in the Search Grid, hold your mouse button down and drag across.
When all desired cells are highlighted, right click and hit Copy (Shortcut Ctrl+C) or Copy with Headers.
Finally, paste it directly into Microsoft Excel, or wherever you'd like. Note* Copy with Headers was used here.
For large amounts of data, you may find it easier to run a Tabular Report.