Joginder Nahil (from Starprint Tools) has notified me about a breaking change that I was not aware in the new WPF-based commandbars of VS 2010: the lack of support to create comboboxes on commandbars. I have been fortunate enough to avoid the need to use that UI item in my MZ-Tools add-in (I haven’t even written an article about this), but I was aware that comboboxes and MRU lists were possible since VS 2005 because of this old post of Craig Skibo (former member of the automation team of Visual Studio):

Command Bar Types – Part 2
http://blogs.msdn.com/craigskibo/archive/2005/10/20/483133.aspx

Now, in VS 2010 comboboxes are no longer creatable through automation (EnvDTE), only through packages (SDK). Here is the report:

Exception DeprecatedException occurs when adding a combobox to vs2010 IDE toolbar
https://connect.microsoft.com/VisualStudio/feedback/details/532817/exception-deprecatedexception-occurs-when-adding-a-combobox-to-vs2010-ide-toolbar

Thanks Joginder, and I am sorry the bad news.