If the above solutions do not meet your requirements read on.
If you are using a GridView web server control to show your data, then you can use the GridView Paging functionality. You would need to use the AllowPaging and PageCount properties of the GridView. You can also customize the GridView paging functionality to a great extent. And also its appearance. Read more on this from http://msdn.microsoft.com/en-us/library/5aw1xfh3.aspx.
If you are using a ListView web server control to list your data, use the paging functionality of the ListView. Yes, even here , the paging is customizable.
And yes, there is the PagerDataSource object that serves much more. http://msdn.microsoft.com/en-us/library/ms972960.aspx msdn article shows you how to use this.