Может быть, этот пример лучше читается:
private void datagridview_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e) {
DataGridView dgv = (DataGridView)sender;
if(dgv.CurrentCell.ColumnIndex==dgv.Columns["ColumnName"].Index) {
ComboBox cbx = (ComboBox)e.Control;
cbx.DropDownStyle = ComboBoxStyle.DropDown;
cbx.AutoCompleteSource = AutoCompleteSource.ListItems;
cbx.AutoCompleteMode = System.Windows.Forms.AutoCompleteMode.Suggest;
}
}