If you have created a GridView and Bind the GridView using data source control, you can avoid postback during sorting and paging by setting EnableSortingAndPagingCallbacks' property of the GridView to True.
N:B: when you use the 'EnableSortingAndPagingCallbacks' property to true for avoid Postback, you cannot use Template Fields in the GridView.
Ex:
<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="False" AllowSorting = "true"
DataSourceID="SqlDataSource1" EnableSortingAndPagingCallbacks = "true">
<Columns>
<asp:BoundField DataField="FIRST_NAME" HeaderText="First Name"
SortExpression="FIRST_NAME" />
<asp:BoundField DataField="LAST_NAME" HeaderText="Last Name"
SortExpression="LAST_NAME" />
<asp:BoundField DataField="ADDRESS" HeaderText="Address"
SortExpression="ADDRESS" />
</Columns>
</asp:GridView>