Putting thousands of user interface widgets on display is almost certainly not going to perform well, particularly if many of them are receiving updates rapidly. You may be better off simply painting a grid yourself. If the checkboxes are for display only (not interactive) this would be fast and trivial - just reuse a check image over and over, along with a blank or unchecked image. If you need interactivity, that would take a little more work - but not very much, as it's just a matter of capturing mouse clicks and resolving them to a given rectangular area. This will almost certainly give you the best performance.

But as others have said, it's really impossible to provide any guidance without more specific requirements.