Simple way to display row numbers on WPF DataGrid

One way is to add them in the LoadingRow event for the DataGrid

<DataGrid Name="DataGrid" LoadingRow="DataGrid_LoadingRow" ...

void DataGrid_LoadingRow(object sender, DataGridRowEventArgs e)
{
    e.Row.Header = (e.Row.GetIndex()).ToString(); 
}

When items are added or removed from the source list then the numbers can get out of sync for a while. For a fix to this, see the attached behavior here:
WPF 4 DataGrid: Getting the Row Number into the RowHeader

Useable like this

<DataGrid ItemsSource="{Binding ...}"
          behaviors:DataGridBehavior.DisplayRowNumber="True">