OpenTTD Jukebox

Personally, I prefer a simpler method:

In Advanced Settings, there's a setting to control the town roads: 2x2, 3x3, Original or Improved.

Personally, I always play with 2x2, because it fits neatly with my network of rail; and when playing using a 2x2 or 3x3 grid layout, the city placer during generation will align all cities on the grid, meaning that as cities grow, they will join together neatly.

The setting is found under

• Economy > Towns > Road layout for new towns

Also of interest is

• Economy > Towns > Towns are allowed to build roads

if you insist on building the grid yourself.

Edit:

Omokoii raises a valid point: Using the 2x2 grid does consume a lot of space and slows down city development, because more growth cycles are dedicated to growing roads.

However, a workaround exists for this: Increase city growth speed; essentially reclaiming the lost growth cycles:

• Economy > Towns > Town growth speed

Depending on your play style, grid size and other factors, either "Fast" or "Very Fast" might be suitable.

If the issue is one of station catchment areas, my answer to this question might be illuminating, especially the second method regarding non-adjacent stations.

Generally, most people like to play OpenTTD as a sandbox game, where the goal to build up complex and efficient transportation system for delivering resources. This basically means you should try to do whatever you want as long as have fun. However, 'officially' the goal of the game is try to reach the maximum possible 'company rating' by the year 2050, where the game would officially end and you would be given a title. Company rating is computed using this formula found on the OpenTTD wiki.