[DefaultValue(null)]
public virtual ITemplate EditItemTemplate { get; set; }

<DefaultValue(Nothing)>
Public Overridable Property EditItemTemplate As ITemplate

<dx:ASPxGridView ID="grid" runat="server" AutoGenerateColumns="False" KeyFieldName="ProductID"
    OnRowInserting="grid_RowInserting" OnRowUpdating="grid_RowUpdating">
    <Columns>
        <%--...--%>
        <dx:GridViewDataComboBoxColumn FieldName="CategoryID" VisibleIndex="1">
            <PropertiesComboBox TextField="CategoryName" ValueField="CategoryID"
                ValueType="System.Int32">
            </PropertiesComboBox>
            <EditItemTemplate>
                <dx:ASPxGridLookup ID="glCategory" runat="server" DataSourceID="dsCategories"
                    AutoGenerateColumns="False" KeyFieldName="CategoryID" OnLoad="glCategory_Load" 
                    TextFormatString="{1}" Value='<%# Bind("CategoryID") %>' Width="260px">
                    <GridViewProperties>
                        <SettingsBehavior AllowFocusedRow="True" AllowSelectByRowClick="True" 
                            AllowSelectSingleRowOnly="True" />
                        <SettingsBehavior AllowFocusedRow="True" AllowSelectByRowClick="True" 
                            AllowSelectSingleRowOnly="True" />
                    </GridViewProperties>
                    <Columns>
                        <%--...--%>
                    </Columns>
                </dx:ASPxGridLookup>
            </EditItemTemplate>
        </dx:GridViewDataComboBoxColumn>
        <%--...--%>
    </Columns>
</dx:ASPxGridView>
<asp:SqlDataSource ID="dsCategories" runat="server" ConnectionString="<%$ ConnectionStrings:NorthwindConnectionString %>"
    SelectCommand="SELECT [CategoryID], [CategoryName], [Description] FROM [Categories]">
</asp:SqlDataSource>

public partial class _Default : System.Web.UI.Page {
    protected void glCategory_Load(object sender, EventArgs e) {
        (sender as ASPxGridLookup).GridView.Width = new Unit(500, UnitType.Pixel);
    }
    protected void grid_RowInserting(object sender, DevExpress.Web.Data.ASPxDataInsertingEventArgs e) {
        throw new CallbackException("Operation is not allowed in demonstration mode");
    }
    protected void grid_RowUpdating(object sender, DevExpress.Web.Data.ASPxDataUpdatingEventArgs e) {
        throw new CallbackException("Operation is not allowed in demonstration mode");
    }
}

public class CallbackException : Exception {
    public CallbackException(string message)
        : base(message) {
    }
}

Public Partial Class _Default
    Inherits System.Web.UI.Page

    Protected Sub glCategory_Load(ByVal sender As Object, ByVal e As EventArgs)
        (TryCast(sender, ASPxGridLookup)).GridView.Width = New Unit(500, UnitType.Pixel)
    End Sub

    Protected Sub grid_RowInserting(ByVal sender As Object, ByVal e As DevExpress.Web.Data.ASPxDataInsertingEventArgs)
        Throw New CallbackException("Operation is not allowed in demonstration mode")
    End Sub

    Protected Sub grid_RowUpdating(ByVal sender As Object, ByVal e As DevExpress.Web.Data.ASPxDataUpdatingEventArgs)
        Throw New CallbackException("Operation is not allowed in demonstration mode")
    End Sub
End Class

Public Class CallbackException
    Inherits Exception

    Public Sub New(ByVal message As String)
        MyBase.New(message)
    End Sub
End Class

ASPxGridView grid = (ASPxGridView)sender;
    ((GridViewDataColumn)grid.Columns["DataValue"]).EditItemTemplate = new CustomEditItemTemplate();
}

Dim grid As ASPxGridView = DirectCast(sender, ASPxGridView)
    CType(grid.Columns("DataValue"), GridViewDataColumn).EditItemTemplate = New CustomEditItemTemplate()
End Sub