You know what, I've just taken a look at my image plane setup that I'm using at work, and my grid is behind the image plane. Maybe this can't be changed, I've never really thought about it before, as long as my geo is infront of the image plane. I suppose if you want the grid to show, it would be best to apply your images to some poly planes or similar. I do think that the best way to work though is to have them attached to your camera, that way you can still see your image even if you switch to x-ray or wireframe mode.

LisaG