Learning a good grip is very important. Once you get used to a grip it is very hard to change it. My suggestion would be to use an interlock grip. This is used by Tiger Woods and also by Jack Nicklaus, as well as many other pros. Many people think that this grip gives you less power, and that a baseball grip gives you more power. This is partially true. But you will only get slightly less distance at first with an interlock and then gain it all back once you really get the hang of it. One huge benefit is that you will be very accurate. Just look at Tiger Woods. He is very accurate with his irons, and no shortage of power.
When your club face is open at the top of your back swing (club face pointing to the sky) it means your grip is too weak (too much on the left side of the grip (right for lefties) ). This will cause you to slice the ball. If your club face is closed at the top of your back swing (pointing towards the ground) it means your grip is too strong(too much on the right side of the grip (left for lefties) ). This will cause you to hook the ball. It is very important to have a good neutral grip (nor weak or strong) so that you can make a solid golf swing. The goal of the grip is to have your hands working together as one unit.
Videos
Long Club Grip
Putting Grip