The following examples demonstrates how to change the edit template of the cell editor for the ShipVia column to a Slider control.

XAML
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<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">

  <Grid.Resources>

    <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"

                                    Source="{Binding Source={x:Static Application.Current},

                                                      Path=Orders}"/>

  </Grid.Resources>

  <xcdg:DataGridControl x:Name="OrdersGrid"

                        ItemsSource="{Binding Source={StaticResource cvs_orders}}">

    <xcdg:DataGridControl.Columns>

     <xcdg:Column FieldName="ShipVia">

       <xcdg:Column.CellEditor>

         <xcdg:CellEditor>

           <xcdg:CellEditor.EditTemplate>

             <DataTemplate>

               <Slider Value="{xcdg:CellEditorBinding}" Minimum="1" Maximum="3"/>

             </DataTemplate>

           </xcdg:CellEditor.EditTemplate>

           <xcdg:CellEditor.ActivationGestures>

             <xcdg:KeyActivationGesture Key="Right"/>

             <xcdg:KeyActivationGesture Key="Left"/>

           </xcdg:CellEditor.ActivationGestures>

         </xcdg:CellEditor>

       </xcdg:Column.CellEditor>

     </xcdg:Column>

    </xcdg:DataGridControl.Columns>

  </xcdg:DataGridControl>

</Grid>