DataGrid as ComboBox drop down w/ Sortable Columns without using Expression Blend

I am trying to display a DataGrid when the Drop Down is selected in a ComboBox. I have found many examples in forums and blogs but most of the serious ones appear to use Expression Blend, which I don't have access to. I understand custom Control Templates. What I'm in need of is some help with:

1. Binding the DataGrid columns to data from a DataContext.
2. Allowing for column sorting.
3. Allowing for column (re)arranging.
4. Allowing for on-the-fly show/hide of columns.

Can anyone point me in the direction for one or more of my needs?

Thanks