in this simple example the arrow head is not drawn. I don't know why. My pgf version is 2.10.
\begin{tikzpicture}
\draw[line width=0.1pt,gray!30]
(0,0) grid (4,3);
\draw[fill=black] (1,2) circle (2pt) coordinate(a)
node[above left]{$1$}
-- ++(0,-1) circle (2pt) coordinate(b)
node[below left]{$2$}
-- ++(1,0) circle (2pt)
node[below left]{$3$}
-- ++(1,0) circle (2pt)
node[below left]{$4$};
\draw[dashed,->] (b) -- ++(1,1);
\end{tikzpicture}
