I haven’t been very satisfied with grammar checking software, either built in, add on, or service. Triply so for fiction writing, where the informal nature of dialogue trips up such software all the time.
That said, MS Word’s built-in grammar checker lets me select various guidelines for what it checks, and how (i.e. Chicago Manual of Style, or similar). It’s about as good of a checker as I’ve encountered.
For me, my money is better spent on educating myself.
Along those lines, much respect to Mignon Fogarty, aka Grammar Girl.