Grips are one of the most important parts of a BMX bike. They can affect how you interact with the bike in a fundamental way and can really make or break your experience. Grips are attached to the Handlebars either as a lock-on (typically Race Grips) or a slide on (Freestyle). You can choose between flangeless or flanged, with the latter typically being better for use with Brake Levers.
A commonly overlooked connecting part is the Bar Ends - make sure you have functioning bar ends people! If you find that you have sensitive or sweaty hands, cover them up with a pair of Gloves to eliminate these problems.