Similar to Larbs, instead if stroking the square, say it's 50px x 50px, fill it with black, then using the arrow keys nudge the selection down and to the right (each press of the key should move the 'marching ant' lines 1px at a time). Then press delete and define the pattern. I find this works well for square grids, I've tried the other way and found that the lines turn out thicker where the grids meet, maybe it's the way I've done it…

Once you've got your grid in place, play with opacity and bending modes, see Torstan's, aka Jonathon Roberts tutorials at Fatastic Maps for moe info, until it looks how you want.

If you're after other grids, I highly recommend spending about $5 on S.John Ross' excellent HexpaperPro font available from DrivethruRPG. It is so with the $$$$.