One way you can do this withour deriving a celltype is to handle the CurrentCellKeyPress event and make any lowercase characters upper case by setting e.Handled to true and using SendKeys to send the upper case character.
private void gridDataBoundGrid1_CurrentCellKeyPress(object sender, KeyPressEventArgs e)
{
if(char.IsLower(e.KeyChar))
{
SendKeys.Send(char.ToUpper(e.KeyChar).ToString());
e.Handled = true;
}
}