Something like this:
DataGridViewComboBoxColumn dgvCombo = new DataGridViewComboBoxColumn();
dgvCombo.Name = "Priority";
dgvCombo.Width = 300;
dgvCombo.DataSource = new string[] { "One", "Two", "Three" };
myDataGridView.Columns.Add(dgvCombo);
DataGridViewCheckBoxColumn dgvCheck = new DataGridViewCheckBoxColumn(true);
myDataGridView.Columns.Add(dgvCheck);
var row = new object[] { "One", false };
myDataGridView.Rows.Add(row);
row = new object[] { "Two", true };
myDataGridView.Rows.Add(row);