Are you saying you'd be grateful to help some or that you'd be (or you are) grateful for someone's help?
I'd be happy to help you.=I want to help you.
I'd be grateful for your help.=Thank you for offering to help me (that is, thanks in advance for the help you will give me in the future).
I'm grateful for your help.=Thanks for helping me (present) OR Thanks for having helped me (past).
Of course you can always just say "Thanks. I appreciate it." Less formal and more versatile.