ComboBox loading performance issues are generally related to loading the data multiple times.  The two most common scenarios for this are setting the DisplayMember after setting the DataSource or binding the ComboBox prior to filling the DataSource.  Setting the DisplayMember after setting the ComboBox DataSource will result in the ComboBox re-loading its internal list.  In addition, filling the data source after binding the ComboBox to the data source may result in the ComboBox reloading multiple times.