I just came across these. Three good articles by Dino Esposito on building custom controls:

Building New Controls from the Ground Up:
http://msdn.microsoft.com/library/en-us/dnaspp/html/ContCrshCrsNew.asp

Building Data-Bound Controls:
http://msdn.microsoft.com/library/en-us/dnaspp/html/ContCrshCrsDB.asp

Deriving New Controls from Existing Classes:
http://msdn.microsoft.com/library/en-us/dnaspp/html/controlscrashcourse-deriving.asp