AutoComplete in DataGridView

In the datagridview's editing control showing event you have better access to the textboxes properties. Here is an example of adding autocomplete to the textbox.

VB Sample

Imports System.Data.SqlClient

Public Class Form1

    Dim scAutoComplete As New AutoCompleteStringCollection

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim strConn As String
        Dim da As SqlDataAdapter
        Dim conn As SqlConnection
        Dim ds As New DataSet
        strConn = "Server = .;Database = NorthWind; Integrated Security = SSPI;"
        conn = New SqlConnection(strConn)
        da = New SqlDataAdapter("Select * from [Orders]", conn)
        da.Fill(ds, "Orders")
        DataGridView1.DataSource = ds.Tables("Orders")

        Dim cmd As New SqlCommand("Select CustomerID From customers", conn)
        Dim dr As SqlDataReader

        conn.Open()
        dr = cmd.ExecuteReader
        Do While dr.Read
            scAutoComplete.Add(dr.GetString(0))
        Loop
        conn.Close()
    End Sub

    Private Sub DataGridView1_EditingControlShowing(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewEditingControlShowingEventArgs) Handles DataGridView1.EditingControlShowing
        If DataGridView1.CurrentCell.ColumnIndex = 1 AndAlso TypeOf e.Control Is TextBox Then
            With DirectCast(e.Control, TextBox)
                .AutoCompleteMode = AutoCompleteMode.SuggestAppend
                .AutoCompleteSource = AutoCompleteSource.CustomSource
                .AutoCompleteCustomSource = scAutoComplete
            End With
        End If
    End Sub
End Class

C# Sample

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using System.Data.SqlClient;

namespace DGCAutoComplete
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        AutoCompleteStringCollection scAutoComplete = new AutoCompleteStringCollection();

        private void Form1_Load(object sender, EventArgs e)
        {
            DataTable dt = new DataTable();
            String strConn = "Server = .;Database = NorthWind; Integrated Security = SSPI;";
            SqlConnection conn = new SqlConnection(strConn);
            SqlDataAdapter da = new SqlDataAdapter("Select * from [Orders]", conn);
            da.Fill(dt);
            dataGridView1.DataSource = dt;
            SqlCommand cmd = new SqlCommand("Select CustomerID From customers", conn);
            SqlDataReader dr;
                conn.Open();
                dr=cmd.ExecuteReader();
                while(dr.Read())
                {
                    scAutoComplete.Add(dr.GetString(0));
                }
                conn.Close();
        }

        private void dataGridView1_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
        {
            if (dataGridView1.CurrentCellAddress.X == 1)
            {
                TextBox txt = e.Control as TextBox;
                txt.AutoCompleteCustomSource = scAutoComplete;
                txt.AutoCompleteMode = AutoCompleteMode.SuggestAppend;
                txt.AutoCompleteSource = AutoCompleteSource.CustomSource;
            }
        }
    }
}