Question Datagridview column status

[tqmd1]

What is the best datagridview event to use these codes

I want to check column 0 is empty or has some value

If e.ColumnIndex = 0 Then
            If DataGridView1.CurrentCell.Value = "" Then
                MsgBox("Empty Value")
            Else
                MsgBox("Not empty column")
            End If
        End If

Please help