Is it possible to only make some columns in a RadGrid filterable? (I have some hyperlinks that it doesn't make sense to filter).
Yes, just add AllowFiltering="false" to your column where you don't want filters like that :
<telerik:GridBoundColumn DataField="town" UniqueName="town" AllowFiltering="false">
</telerik:GridBoundColumn>
is it possible to make filtering non case sensitive?
Yes, use <GroupingSettings CaseSensitive="false" /> like that :
<telerik:RadGrid ID="RadGrid1" AllowFilteringByColumn="True" AllowSorting="True"
AllowPaging="True" PageSize="10" runat="server">
<GroupingSettings CaseSensitive="false" />
....