If you have used any of the Microsoft data grid controls (WinForms, Silverlight, or WPF), you probably know that in order to do any significant customization you have to create custom Column objects, override several methods, then add the custom columns to the grid using code. The C1FlexGrid control uses a very different approach. In code you can use simple Cell Factories to generate custom cells, and in XAML you can use standard Data Templates.
Custom Cells in Code will walk you through creating an ICell Factory interface.
Custom Cells in XAML gives an example of using the Column object's properties to define custom visual elements.