I use this code for VB:
<asp:TemplateField HeaderText="Active" SortExpression="Active">
<ItemTemplate><%#IIf(Boolean.Parse(Eval("Active").ToString()), "Yes", "No")%></ItemTemplate>
</asp:TemplateField>
And this should work for C# (untested):
<asp:TemplateField HeaderText="Active" SortExpression="Active">
<ItemTemplate><%# (Boolean.Parse(Eval("Active").ToString())) ? "Yes" : "No" %></ItemTemplate>
</asp:TemplateField>