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>