Re-enter USA (from Canada) after my visa expiration

Once you leave the US, your 30-day grace period to remain in the US ends, because, well, you are no longer in the US. You can apply for re-entry in another status such as the Visa Waiver Program, but your admission to the US is not assured.

If you want to enter the US from Canada under the VWP, you will only need to apply for ESTA if you are flying into the US; it's not required at land borders.

You should be aware of two things in planning this trip:

1. Your 30-day grace period starts when your program of study ends, not when your visa expires. For example, if you graduate on May 28th then you're supposed to be out of the US by June 27th, even if your visa expires after that date. If you overstay your visa, you will make it dramatically more difficult for yourself to get back into the US. The Department of State recommends that you not leave the US during the grace period:

Although participants may travel in the United States, it is recommended that they do not travel beyond the borders of the United States as they may not be permitted reentry."

2. Your most likely problem getting back in will be if the officer suspects that you're trying to use the VWP to stay in the US for longer than you would otherwise be able to, because the VWP allows entry for up to 90 days. Your best protection against such suspicion will be to have documented plans to leave the US within 30 days of the end of your J-1 program.

The fact that your visa will be expired is not really relevant. You can re-enter the US after a trip of less than 30 days to Canada using Automatic Revalidation even if your visa is expired, if you are continuing your program on J-1 status.

So the question is whether you are returning to continue your program in J-1 status. You did not indicate one way or another in your question, but since you mentioned the 30-day grace period, I am assuming that you will have completed your program, because the 30-day grace period is a 30-day period of time in which you remain in status after the completion of your J-1 program.

If you leave the US during your grace period, then that's it. You cannot re-enter into J-1 status to resume your grace period. You can only re-enter into J-1 status if you are continuing with a J-1 program.

Yes, you can always try to re-enter as a visitor on the Visa Waiver Program.