After struggling with this for quite some time, I was finally able to put together 2 different solutions which I hope will save someone time and trouble in the future.

The first solution is to declare the column as follows:

<ig:TemplateColumn Key="IsSelected" HeaderText=" " HorizontalContentAlignment="Center" HeaderTextHorizontalAlignment="Center" IsFilterable="False" Width="25">
    <ig:TemplateColumn.ItemTemplate>
        <DataTemplate>
            <CheckBox IsChecked="{Binding IsSelected, Mode=TwoWay}" Checked="CheckBox_Checked" Unchecked="CheckBox_Unchecked" />
        </DataTemplate>
    </ig:TemplateColumn.ItemTemplate>
</ig:TemplateColumn>

This will cause the checkbox events to be fired both when the end user checks the box AND when the row with the checkbox is scrolled out of sight.
This behavior can obviously cause some bizarre behavior in your code, but it is easy to circumvent. The trick is to test if the checkbox IsPressed property is true and only perform your actions if this is the case. For example:

    Private Sub CheckBox_Unchecked(ByVal sender As System.Object, ByVal e As System.Windows.RoutedEventArgs)
        Try
            ' Only process this action if the end user has checked the box
            If DirectCast(sender, CheckBox).IsPressed Then
                ' Only process the action if this an actual data row
                If DirectCast(DirectCast(sender, CheckBox).Parent, CellControl).Cell.Row.RowType = RowType.DataRow Then
                    ' Your actions here
                End If
            End If
        Catch
        End Try
    End Sub

Note that this code also tests the row type to ensure that the action isn't performed when the user clicks on the checkbox in the header.

If this doesn't work for some reason (such as the XML loading problem described earlier in the post, the solution is substantially more complex.
I tried numerous variations, such as the CellClicked event (which doesn't fire) and the CellControlAttached event (which fires when the row is scrolled out of or into view).
It turns out that the solution was to use the ActiveCellChanging event for all but one case: if the user pages up or down. In this case, the ActiveCellChanging event is fired before the checkbox control is attached, so you can't modify the events on the checkbox because it doesn't exist yet. This leads to code that looks like the following:


    Private WithEvents m_LastCheckBox As CheckBox
    Private m_LastCheckBoxSpecial As CheckBox
    Private m_fHandleNextControlAttachment As Boolean
 
    Private Sub ugSearch_ActiveCellChanging(ByVal sender As Object, ByVal e As Infragistics.Controls.Grids.ActiveCellChangingEventArgs) Handles ugSearch.ActiveCellChanging
        Try
            ' Always clear the last known checkbox
            m_LastCheckBox = Nothing
 
            ' If we have a special last checkbox, release its events, then clear the variable
            If m_LastCheckBoxSpecial IsNot Nothing Then
                RemoveHandler m_LastCheckBoxSpecial.Checked, AddressOf CheckBox_Checked
                RemoveHandler m_LastCheckBoxSpecial.Unchecked, AddressOf CheckBox_Unchecked
                m_LastCheckBoxSpecial = Nothing
            End If
 
            ' If we have a new active cell, and it is in our target column and not in the header
            If e.NewActiveCell IsNot Nothing AndAlso e.NewActiveCell.Column.Key = "IsSelected" AndAlso e.NewActiveCell.Row.RowType = RowType.DataRow Then
                ' If this event is fired because the user paged up or down, then the control will not be attached yet
                If e.NewActiveCell.Control IsNot Nothing Then
                    ' We have a control, so record the checkbox in the last checkbox member.
                    ' Because the control already exists, assigning it to the member property will automatically pickup the predeclared events
                    m_LastCheckBox = TryCast(e.NewActiveCell.Control.Content, CheckBox)
                Else
                    ' No control, so indicate we need to process this action in the CellControlAttached method
                    m_fHandleNextControlAttachment = True
                End If
            End If
        Catch
        End Try
    End Sub
 
    Private Sub ugSearch_CellControlAttached(ByVal sender As Object, ByVal e As Infragistics.Controls.Grids.CellControlAttachedEventArgs) Handles ugSearch.CellControlAttached
        Try
            ' If we need to handle the next control attachment, wait for the active cell in our target column
            If m_fHandleNextControlAttachment AndAlso e.Cell.Column.Key = "IsSelected" AndAlso e.Cell.IsActive Then
                ' Clear the flag so this action is not processed again until needed
                m_fHandleNextControlAttachment = False
 
                ' Because of the timing, if we assign the checkbox to the m_LastCheckBox property
                ' the predeclared events will not be fired, so we need to store the checkbox in a different member variable 
                ' so that we can clear the events when this cell is no longer active
                m_LastCheckBoxSpecial = DirectCast(e.Cell.Control.Content, CheckBox)
 
                ' Remove any previous events
                RemoveHandler m_LastCheckBoxSpecial.Checked, AddressOf CheckBox_Checked
                RemoveHandler m_LastCheckBoxSpecial.Unchecked, AddressOf CheckBox_Unchecked
                ' Add the new events
                AddHandler m_LastCheckBoxSpecial.Checked, AddressOf CheckBox_Checked
                AddHandler m_LastCheckBoxSpecial.Unchecked, AddressOf CheckBox_Unchecked
            End If
        Catch
        End Try
    End Sub
 
    Private Sub CheckBox_Checked(ByVal sender As System.Object, ByVal e As System.Windows.RoutedEventArgs) Handles m_LastCheckBox.Checked
        Try
            ' Only process this action if the end user has checked the box
            If DirectCast(sender, CheckBox).IsPressed Then
                ' Only process the action if this an actual data row
                If DirectCast(DirectCast(sender, CheckBox).Parent, CellControl).Cell.Row.RowType = RowType.DataRow Then
                    ' Your actions here
                End If
            End If
        Catch
        End Try
    End Sub
 
    Private Sub CheckBox_Unchecked(ByVal sender As System.Object, ByVal e As System.Windows.RoutedEventArgs) 'Handles m_LastCheckBox.Unchecked
        Try
            ' Only process this action if the end user has checked the box
            If DirectCast(sender, CheckBox).IsPressed Then
                ' Only process the action if this an actual data row
                If DirectCast(DirectCast(sender, CheckBox).Parent, CellControl).Cell.Row.RowType = RowType.DataRow Then
                    ' Your actions here
                End If
            End If
        Catch
        End Try
    End Sub

In this case the column should NOT be defined with the events in the template.
This code actually ensures that the checkbox events only exist for as long as the checkbox cell is active, so you don't have to worry about excess events triggering when the don't need to be.

At any rate I hope that this information will save somebody some time and effort.

actually that is exactly what I ended up doing, but I was unaware of the "unhooking" the event issue. I will add that to my code.

This was a bit tricky due to the "dynamic" entity piece.

I also had to add a test for a filter row as this would've thrown an exception

private void grdAvailableVals_CellClicked(object sender, CellClickedEventArgs  e)
{

try

{

    if (e.Cell.Row is Infragistics.Silverlight.Controls.Primitives.FilterRow
)

{

return ;

}

else
{

if (e.Cell.Column.Key == "IsSelected")

{

CheckBox cBx = (CheckBox)e.Cell.Row.Cells[0].Control.Content;

cBx.Checked -= new RoutedEventHandler(cBx_Checked);

cBx.Unchecked -= new RoutedEventHandler(cBx_Unchecked);

cBx.Checked += new RoutedEventHandler(cBx_Checked);

cBx.Unchecked += new RoutedEventHandler(cBx_Unchecked);

}

}

}
catch
{

//swallow it

thanks

Nick