Grunfeld against 3. Nf3?

Is it a good idea to play it against Nf3 instead of the more common Nc3?

Or is it better to play a King's Indian Defence and play the two together like how the Nimzo-Indian and the Queen's Indian are to be used together?

Good question in my opinion. Yes, play the Grunfeld but don't play d5 until white has placed his knight on c3, usually a move or two later. In the meantime you can play Bg7 and 0-0 as useful waiting moves. Once Nc3 comes (as it usually does), play d5 straight away unless you want white to play e4 and find yourself in a Kings Indian. The advantage of delaying d5 for black until white plays Nc3 is in the Exchange Variation (cxd5 Nxd5, e4) when you will want to exchange your attacked knight on d5 with his/hers on c3, after which your bishop on g7, the immediate advance c5, and the arrival in due course of your rooks to c8 and/or d8, offer black good potential for counterplay. If you play d5 before white has played Nc3 there isn't a particularly good square for your knight attacked by the white pawn's advance to e4 in my experience and of course there won't be a white knight then (on c3) with which to exchange your own horsey.

In short only play d5 to initiate the Grunfeld after Nc3 and then play it immediately. See an exemplary sequence of moves directly below. 

You may find that white doesn't go for the Exchange Variation with cxd5 anyway, but if that's the case you haven't lost anything by delaying d5 until white's Nc3, as the waiting moves Bg7 and 0-0 would be on your to-do list anyway.

7 .. Nxf4 :-)

Yes, quite right bunny! And thanks for tactfully pointing this out -.  4. Bf4 was just an example chosen (very badly it seems) at random of a move that might delay d5 for black. Any other decent waiting move for white instead of 4.Bf4 and all the above does apply. Really!!

 Optimissed is right. Without an exchange on exchange or a knight sitting on c3 it is not called a Grunfeld but a Neo-Grunfeld which usually appears after 3.f3 instead of  3.Nf3

Personally if you play the Grunfeld I see no point in delaying d5 as I dont think White will allow transposing into a Grunfeld with his knight sitting on f3, and I think he can completely avoid the Grunfeld by fianchettoing his King's bishop or playing Bd2.

So, you should learn the Neo-Grunfeld or the King's Indian.

I've played the Grunfeld for about forty years now and I find that transpositions to the ordinary Grunfeld with white playing Nc3 after 3. Nf3 are very common, so the delayed d5 is still a good idea if you want to meet the Exchange Variation more effectively. You've nothing to lose with this delay as you will want to play Bg7 and then 0-0 anyway.

If the you do find that your opponent avoids the classical Grunfeld by fianchettoing his kingside bishop on g2 and you do or have played d5, an effective way to meet this is to play c6 supporting your queen's pawn and making sure that this bishop is 'biting on granite'. Hartston called this system for black in his old Batsford book on the Grunfeld written in the descriptive notation the Grunfeld Slav, the Slavic element being the supporting pawn on c6 as in the QGD Slav, but I haven't seen this name for it anywhere else. This deployment of the c pawn often enough renders white's fianchetto'd bishop pretty ineffective. I was playing the white side of this system as well in recent months, at first with good results, but slowly began to learn that when black plays c6 white's white squared bishop on g2 becomes, often enough, more or less a spectator in the ensuing middle game. Ditched the fianchetto playing as white and now play 3.Nc3 or alternatively 3.Nf3 inviting an early d5 with Nc3 to follow in the next couple of moves.

Nice example from Shirov, even though he lost!

But this game IS a mainline Grunfeld.

u can use a kind of rule like :

if white doesnt threat e4, then i continue to develop on kingside with Bg7 and 0-0.

As soon as white can play e4 (when Nc3 played), then reply d5.

Maybe there are exceptions about this, but i don't see.

More like, whenever I can answer d5-cxd5-Nxd5-e4 with a capture on c3 play d5. Right?

the thing to remember is that if u allow e4 for white, then u enter a king's indian or a Benoni.

If u only play Gruenfeld, then u know what to do...

Yes, poucin has it dead right in his last two posts, as does BronsteinPawn in his last post. If you move with d5 too early as black (before white's Nc3) you are going to get embarrassed by a particularly uncomfortable type of Exchange Variation. Instead, wait, wait again if necessary, and then if 4.Nc3 or 5.Nc3 arrives, "bang" -  ... d5 to both facilitate the exchange of knights on c3 in a much more palatable variety of the Exchange Variation and prevent, as poucin notes, white playing e4 before you play d5 which will force you into a possibly unwelcome Kings Indian or Benoni, which is very likely to happen if you leave d5 any later than immediately after Nc3. If you've prepared for the Grunfeld and you want to play the Grunfeld and not the KID or Benoni, this is a simple and effective prophylactic.

just play the russian system

with dxc4

Yes, as a Grunfeld player, I fear this much more than the Exchange System which offers black a lot of Hypermodern counterplay, especially when rolled out by players of the white pieces who don't know it too well and are tempted by the false promise of immediate center control.