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.
I have the free version of Grammarly, but you definitely have to be on your toes with it (ie, know enough about grammar to know when they’re getting it wrong). Then again, I use it for editing OCR documents, not my own writing. I had grammar shoved down my throat both in grade school and at home (woe to kids whose parents are or were teachers!), so if anything does pop up I’m not sure about, I typically go to Grammar Girl as well.