Nimzo-Indian is probably the best defense to 1.d4, there are a lot of players that believe after 3.Bb4 black is already equal or better. I remember Seirawan and Aagaard saying this. Also there's the bonus that the Nimzo is incredibly easy to play for black, just follow general principles and you should have a good game. There's a reason 3.Nf3 is more popular than 3.Nc3.
if you know your Grunfeld to perfection (who does?) then it is probably a strong weapon. too much theory for me, though.
nimzo is more straight forward.
The Nimzo has the advantage of producing some of the most fascinating positions in chess, whereas the Grunfeld is just pieces splattered everywhere - it just doesn't appeal to my ordered mind!
Objectively, neither might be "best"? QGD, Slav, Semi-Slav, KID, Benoni?