<!-- fires even if the user does not click a given row -->
<dg:DataGrid
  dg:DataGridRow.MouseDoubleClick="OnDoubleClick" />

<!-- just register a listener on the grid -->
<dg:DataGrid
  MouseDoubleClick="OnDoubleClick" />

/// <summary>
/// Handles double-clicks on datagrid rows.
/// </summary>
private void OnDoubleClick(object sender, MouseButtonEventArgs e)
{
  //search the object hierarchy for a datagrid row
  DependencyObject source = (DependencyObject) e.OriginalSource;
  var row = UIHelpers.TryFindParent<DataGridRow>(source);

  //the user did not click on a row
  if (row == null) return;

  //[insert great code here...]

  e.Handled = true;
}

/// <summary>
/// Finds a parent of a given item on the visual tree.
/// </summary>
/// <typeparam name="T">The type of the queried item.</typeparam>
/// <param name="child">A direct or indirect child of the
/// queried item.</param>
/// <returns>The first parent item that matches the submitted
/// type parameter. If not matching item can be found, a null
/// reference is being returned.</returns>
public static T TryFindParent<T>(this DependencyObject child)                               where T : DependencyObject
{
  //get parent item
  DependencyObject parentObject = GetParentObject(child);

  //we've reached the end of the tree
  if (parentObject == null) return null;

  //check if the parent matches the type we're looking for
  T parent = parentObject as T;
  if (parent != null)
  {
    return parent;
  }
  else
  {
    //use recursion to proceed with next level
    return TryFindParent<T>(parentObject);
  }
}

/// <summary>
/// This method is an alternative to WPF's
/// <see cref="VisualTreeHelper.GetParent"/> method, which also
/// supports content elements. Keep in mind that for content element,
/// this method falls back to the logical tree of the element!
/// </summary>
/// <param name="child">The item to be processed.</param>
/// <returns>The submitted item's parent, if available. Otherwise
/// null.</returns>
public static DependencyObject GetParentObject(this DependencyObject child)
{
  if (child == null) return null;

  //handle content elements separately
  ContentElement contentElement = child as ContentElement;
  if (contentElement != null)
  {
    DependencyObject parent = ContentOperations.GetParent(contentElement);
    if (parent != null) return parent;

    FrameworkContentElement fce = contentElement as FrameworkContentElement;
    return fce != null ? fce.Parent : null;
  }

  //also try searching for parent in framework elements (such as DockPanel, etc)
  FrameworkElement frameworkElement = child as FrameworkElement;
  if (frameworkElement != null)
  {
    DependencyObject parent = frameworkElement.Parent;
    if (parent != null) return parent;
  }

  //if it's not a ContentElement/FrameworkElement, rely on VisualTreeHelper
  return VisualTreeHelper.GetParent(child);
}