Better way to add attribute to collection
protected function _prepareCollection()
{
    $collection = Mage::getResourceModel($this->_getCollectionClass());
    foreach ($collection as &$object){
        $customer = Mage::getModel('customer/customer')
            ->setId($object->getCustomerId())
            ->load();
        $object->setCampaignId($customer->getCampaignId());

    }
    $this->setCollection($collection);
    return parent::_prepareCollection();
}

protected function _prepareCollection() {

    $collection = Mage::getResourceModel($this->_getCollectionClass());
    $class = get_class($collection);
    $attribute = Mage::getModel('eav/config')
                ->getAttribute('customer', 'campaign_id');
    $attributeId = $attribute->getAttributeId();
    $backendType = $attribute->getBackendType();  //probably varchar

    $tableName = Mage::getSingleton('core/resource')
            ->getTableName('customer_entity_' . $backendType);

    $collection->getSelect()
                ->joinLeft(array('v' => $tableName),
                        'main_table.customer_id = v.entity_id AND attribute_id = 153',
                        array('v.value', 'v.attribute_id'));

    $this->setCollection($collection);

    return parent::_prepareCollection();
  }