In Illustrator, I personally don't use the pixel grid that Illustrator itself provides. Instead, I use a big canvas and draw my own pixel grid (using strokes). I have attached a sample here. For a 16px icon, I use a 512x512 px canvas. The reason I use a big canvas and my own grid is to achieve more precise results. For me, Illustrator tends to fail when I use its own pixel grid. Make sure you lock the grid layer and have "snap to point" turned on.