>I'm having trouble displaying a CheckBox in a grid and in the course of trying to find the issue, I see that there is a ControlSource for the MyGrid.MyColumn and the MyGrid.MyColumn.MyControl. Why? When should either one be used?

Why? To give you multiple options. Combine that with multiple controls for the same column, with dynamic control selection. First, the column can be bound - then, at instantiation time, the controls automatically inherit the controlsource of the column. However, if the column is unbound, you can set the controlsource of each control to whatever you want.

Which means you can set one or the other - haven't really tried to set both.