DataTable dt = (DataTable)gridControl1.DataSource;
dt.Columns.Add(new DataColumn("Check", typeof(bool)) { AllowDBNull = false, DefaultValue = false });

if (gridControl1.MainView.GetType() == typeof(GridView))
{
    GridView gridview = gridControl1.MainView as GridView;
    gridview.OptionsBehavior.Editable = true;
    //注意，这里将所有列设置为不可编辑，仅留下新增的勾选列运行编辑，如有特例，单独开启列编辑。
    foreach (GridColumn gcol in gridview.Columns)
    {
        gcol.OptionsColumn.AllowEdit = false;
    }
    GridColumn col = gridview.Columns.Insert(0);
    col.Name = "Check";
    col.FieldName = "Check";
    col.Caption = "选择";
    col.Width = 52;
    col.Visible = true;
    col.OptionsColumn.AllowEdit = true;
    col.OptionsColumn.AllowSize = false;
    col.OptionsColumn.AllowMove = false;
    col.OptionsColumn.AllowIncrementalSearch = false;
    col.OptionsFilter.AllowFilter = false;
    col.Fixed = FixedStyle.Left;
}

------解决方案--------------------
DevExpress.XtraEditors.Repository.RepositoryItemCheckEdit cke = new DevExpress.XtraEditors.Repository.RepositoryItemCheckEdit();

setCheckEdit(gv_clist.Columns["选择"]);

private void setCheckEdit(DevExpress.XtraGrid.Columns.GridColumn column)
       {

           column.ColumnEdit = cke;
           cke.AllowGrayed = false;
           cke.ValueGrayed = "0";
           cke.ValueChecked = "1";
           cke.ValueUnchecked = "0";
       }

------解决方案--------------------
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我不需要保存数据呀？

只是想实现，用户选了那几行！