Datatables should able support large record, even server side. If you need help to transfer data over the wire faster, you might need streaming API, or some ajax method like comet.
jqGrid or other jQuery library should also do fine
If the loading over the wire is what you intended to ask, maybe change the title or ask another question.
Loading 20,000 should be the extremely maximum that should implement. I guess around 5k to 10k data loading in one time, could work for some task, and loading another batch while user browsing half of them. Test your scenario on bottom-line browser, or even mobile browser for the maximum row your want to achieve