Winform thì cực rồi.

Có cái color selector tham khảo nè

class ColorSelector : ComboBox
{
    public ColorSelector()
    {
        DrawMode = DrawMode.OwnerDrawFixed;
        DropDownStyle = ComboBoxStyle.DropDownList;
    }

    // Draws the items into the ColorSelector object
    protected override void OnDrawItem(DrawItemEventArgs e)
    {
        e.DrawBackground();
        e.DrawFocusRectangle();

        DropDownItem item = DropDownItem(Items[e.Index].ToString());
        // Draw the colored 16 x 16 square
        e.Graphics.DrawImage(item.Image, e.Bounds.Left, e.Bounds.Top);
        // Draw the value (in this case, the color name)
        e.Graphics.DrawString(item.Value, e.Font, new
                SolidBrush(e.ForeColor), e.Bounds.Left + item.Image.Width, e.Bounds.Top + 2);

        base.OnDrawItem(e);
    }
}

public class DropDownItem
{
    public string Value
    {
        get { return value; }
        set { this.value = value; }
    }
    private string value;

    public Image Image
    {
        get { return img; }
        set { img = value; }
    }
    private Image img;

    public DropDownItem() : this("")
    {}

    public DropDownItem(string val)
    {
        value = val;
        this.img = new Bitmap(16, 16);
        Graphics g = Graphics.FromImage(img);
        Brush b = new SolidBrush(Color.FromName(val));
        g.DrawRectangle(Pens.White, 0, 0, img.Width, img.Height);
        g.FillRectangle(b, 1, 1, img.Width - 1, img.Height - 1);
    }

    public override string ToString()
    {
        return value;
    }
}

Bạn phải custom image combobox thôi!

p.s: Mình cũng chưa dùng thử nữa, thấy nó không cần thiết :v