The LHCb Grid software has been used for two Physics Data Challenges, with the latter producing over 98 TB of data and consuming over 650 processor-years of computing power. This paper discusses the experience of developing a Grid infrastructure, interfacing to an existing Grid (LCG) and traditional computing centres simultaneously, running LHCb experiment software and jobs on the Grid, and the integration of a number of new technologies into the Grid infrastructure. Our experience and utilization of the following core technologies will be discussed: OGSI, XML-RPC, Grid services, LCG middleware and instant messaging. Specific attention will be given to analysing the behaviour of over 100 000 jobs executed through the LCG Grid environment, providing insight into the performance, failure modes and scheduling efficiency over a period of several months for a large computational Grid incorporating over 40 sites and thousands of nodes.