>How can we let the user select the labels format ? Must we program all the different format ?

Format how? Font? Color? Size? Please be more specific about what you are trying to do.

I think most of us don't really concern ourselves too much with this. We just make the label relative in size to the object it is next to. For example, I don't put a font size 20 label next to a font size 10 textbox. I keep all the sizes relative.

In general, my labels are almost always black. If the label can be clicked, I make that label red or blue. I usually do this so the user can change the index order of the data on the fly. For my users, blue labels mean the label can be clicked to change the current index order to that field. A red label indicates that field is being used for the current index order. I also do this for grid headers.