I strongly believe that only those who are well versed in the rules of typography, visual hierarchy and composition are able to break from them in a useful manner. Lets face it - the rules were put in place for a reason, and that reason at the end of the day is the maximise readability and communication from publication to reader.
Use of a subtle - yet predictable - layout (which is of course flexible) increases the readers ability to navigate information and hence absorb it. I feel that it is only appropriate to break from this goal when their is a well considered motivation for it. For instance, lets say the below was an article about horses - the typographical result below may capture the readers attention - and if they like horses enough, they may try and read the article (though it is clearly more difficult to navigate than justified columns of text where every line starts and ends at the same location.
Obviously this is a more extreme case - though I think there does need to be a point where the two conflicting views (readability and artistic purpose) need to be battle it out and either come together in a subtle harmony (hard to accomplish) or one must be chosen over the other.
This applies for the grid - which shares the same purpose of reader expectation and readability of the page. I would use the example of iDN - a design focused magazine. Now, whilst I love to look at this magazine, I absolutely HATE HATE HATE reading it. Each page is drastically different, confusing and although there may be some sort of formal grid throughout, it is in my opinion far to easy to break from and overflow with content and badly placed text.
On the other hand, the grid does not always have to apply strictly to all elements lining up - I think as long as there is some sort of overall structural integrity to the document, then the rules can be more relaxed within that structure. For instance, the following drawing is hand set typography, demonstrates beautiful use of colour to create a secondary meaning, everything is all over the place, unevenly sized, kerned, leaded, but it fits both the structural integrity of a head, of a question mark and overall it sits within an invisible rectangular structure that is evenly and proportionately placed on the page. Furthermore, and to reiterate my initial point, the rules have been broken for a purpose - to convey a relevant message.
I do really like the previous reference to Wing's personal work - I think it is yet another perfect example of how harmony can exist between legibility and artistic purpose. Though some of the line lengths are hard to read, their is undoubtedly a strong emphasis on grid structure to the document, which (after looking at the website for the gallery) is strongly inline with the branded look and feel of the gallery itself.