I put the 'and' before, rather than after. each checkbox-controlled condition, and preceed them all by a condition that is always checked for. If there's none, I just check for .T., as shown below. If there's a performance hit for doing this, I've not noticed it, since I think VFP is smart enough not to evaluate it for every record.

local lcWhere
lcWhere = '.T. '
if this.check1.value
lcwhere = lcWhere + 'and a = b '
endif

if this.check2.value
lcwhere = lcWhere + 'and c = d '
endif

if this.check3.value
lcwhere = lcWhere + 'and e = f '
endif