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private void dataGridView1_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
        {
            e.Control.Text = "Hallo allerseits";
        }					

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ComboBox box = e.Control as ComboBox;
if(box != null)
   box.SelectedIndexChanged += meinEventHandler;					

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private void dataGridView1_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
        {
            if (dataGridView1.CurrentCell.ColumnIndex == 5
                && e.Control is ComboBox)
            {
                ComboBox comboBox = e.Control as ComboBox;
                comboBox.SelectedIndexChanged += IrgendeineMethode;
            }
        }

private void IrgendeineMethode(object sender, EventArgs e)
        {
            MessageBox.Show("Methode funktioniert");
        }