Looks good to me! It's quite similar to the Inquisitor I made for a home brew game, but I took a level of Barbarian to add to the Travel Domain for an extra speedy character. Was a huge amount of fun!
Grudge Fighter looks ok, but you can't be sure that you'll be the target of anything in combat. Personally, I'd rather just take a +1 weapon focus that was active all the time, but I can see why you might prefer Grudge Fighter. At least it's something different!
Oh yeah, you're right. Either of those would be good choices. You could also consider Improved Monster Lore at some point if you want to save a ton of skill points on your knowledge checks. You're not starved for skill points as an inquisitor, but you do get a lot of good class skills that would be nice to make use of. Having to put a lot of points into knowledge skills for your bane to work can eat up a surprising number of them.
Something that gives you knowledge local as a class skill will be useful for your monster checks. It's the only one you don't already have for identifying monsters.
i think travel is probably the best domain you can get from desna. if you want an inquisition, spellkiller is pretty good or conversion if you want to be able to handle some face stuff with poor Cha.
personally, of those 3 i'd take travel. though honestly i like gorum or ragathiel for destruction[rage]...