The Grundy number of a graph is the maximum number of colors used by the greedy coloring algorithm over all vertex orderings. In this paper, we study the computational complexity of Grundy Coloring, the problem of determining whether a given graph has Grundy number at least . We also study the variants Weak Grundy Coloring (where the coloring is not necessarily proper) and Connected Grundy Coloring (where at each step of the greedy coloring algorithm, the subgraph induced by the colored vertices must be connected).