Yes, the documentation does say CTRL + Shift + D however, as far as I can tell, this does nothing when using SSMS 2012. CTRL + D does change the output to grid - when the query is next executed. Also, if you go to the menu "Query-->Results To" it shows you the keyboard shortcut for "Results to Grid" which is "Ctrl+D"
When I use CTRL + Shift + D on its own in SSMS 2014, nothing happens because SSMS is waiting for the second key of a chord (in the status line at the bottom of the screen you get the message "(Ctrl+Shift+D) was pressed. Waiting for second key of chord...".