Perhaps most importantly, she is only 22.
While her acting peers in that age range are still playing high school students or girlie ingenues, Grey comes across as a mature adult who can draw on a full life of experiences that dwarf those of people twice her age.
Grey (real name Marina Ann Hantzis) moved from northern California to Los Angeles at the age of 18 to launch a career in the adult-film industry.
She liked sex. She was willing to do scenes other actresses wouldn't and she was able to give those scenes a raw intensity that earned her numerous Adult Video News Awards, including "Female Performer of the Year" in 2008.
"For me, Sasha Grey is just a name," she said in a recent phone interview. "A pseudonym. I don't see it as a Sasha Fierce type character where I have this alter ego going. Although I love performance art and I do see a lot of the adult work I've done as performance art, it doesn't mean that's not me. Sasha Grey is an extension of who I am, and heightened because there's a camera and a crew there."
As for her move away from adult films - maybe permanent, but maybe not - it happened a bit by chance.
"I was very fortunate to get an opportunity to work with Steven Soderbergh and I wasn't going to let that pass," she said. "The film did very well for an independent art-house film, I got a lot of great feedback, and I've kind of been running with it ever since."
Grey said that working in adult and mainstream films has a few obvious similarities (you perform in front of a camera, etc.), but she treats the two jobs very differently.
"When I went on to an adult set there was a certain level of preparation, and I gave myself a routine," she said. "Every time I shot a scene I had a list of things I would do and I would premeditate what I wanted to do in the scene and how I wanted to get a reaction out of the person I was working with. But I didn't have to get into a character and create a backstory."
So while the mental challenges weren't as great, Grey said that the adult-film world was "much more physically demanding in contrast to the [mainstream acting] work I've done so far - but you never can tell what the future holds."
Grey's role in "Entourage" brought her to a new audience and offered a different challenge, playing a slightly skewed version of herself.
"I am an avid reader," she said, citing one of the similarities, "and they also put my love for film in. When Adrian [Grenier, who portrays Vincent Chase] and I were getting to know each other we went to an Antonioni double feature but they changed it in 'Entourage' to a Godard double feature because my fans know me for liking Godard.
"And there were obviously things put in to increase dramatic effect. . . . I'm not up at 10 a.m. drinking tequila shots," she said, laughing.
The "Entourage" Sasha Grey's response to Vincent's bad behavior was also out of character for the real thing.
"I have a very strong personality and I never have and never will be the type of woman to bow down to a man," she said, "but some of the decisions my character made are not the decisions I'd have made in the particular circumstances of the relationship."
As for being stamped "The Yoko Ono of 'Entourage' " for her perceived role in Vince's downfall, Grey said, "I actually really like Yoko Ono, so I don't mind that."
A 22-year-old who knows Antonioni and Ono?
"Fer sure, man," she said, laughing. "I follow her on Twitter."
Grey believes that her TV character is getting a bum rap for Vincent's descent into drugs this past season.
"I was just there for the ride," she said. "If you watch the show from the first episode of season seven, you see that he's already going downhill and I just happen to be there at the same time. It's funny what you can show people and what they remember. I have fans on Twitter saying 'Oh my God, I hope you don't do that much blow in real life,' but you never really see me do it on the show. They like to remember the show one way when really it was something else."
And Grey is certain to face the same misperceptions as she tries to leave behind the world of adult films.
"Obviously people have preconceived notions about who I am," she said, "and they probably think most of the time I'm the Sasha Grey who's on 'Entourage' and they associate the stereotypes and clichés that exist within the adult industry on to me. That's been the biggest issue. But the minute I get into a meeting and start to talk to people, it's completely different. So for me it's all about getting in front of people and showing them what I have to offer as an actor . . . but I think every woman has to do that."
While she auditions and makes contacts and works with her writing group on her own film projects, Grey has kept busy with her second Playboy photo shoot (she's this month's cover girl) and a soon-to-be published book called "Neu Sex," reportedly due Nov. 30.
"It's really more of a monograph," she said of the book, "mostly photography. It's not a documentary photography book, but it does show my life over the past four years, whether it's a snapshot or a fine art photo. I'm really excited to just get it out there. I've been working on it for so long.
"I enjoy doing many things," she added, explaining her busy schedule, "and I enjoy always having some type of project going, whether it's by myself or with a group of people. Right now, my main focus is acting and continuing to better my craft," but Grey also travels around the country to guest-DJ at clubs.
"Clubs want to draw in different and more diverse audiences," she said, "and I love traveling and love music, and I'm able to share that passion with my fans."
That passion also extends to her band, aTelicine.
"aTelicine is the only project I'm involved in where we don't have to meet any deadlines," she said. "It's a very organic do-what-you-will, do-what-you-want-to-do-it arrangement with the four of us, and I really enjoy that.
"In this game, in this day and age, you almost have to be multitalented to survive. At the end of the day it's about survival - and doing your best."