I was wondering (after searching for quiet some time) if it's possible to access directly to the filtering controls.
This in the purpose to add some AutoCompleteCustomSource (nicer than changing all the column type and everything ...)
As far as I'm aware, you can't add AutoComplete to a filter. However, there are a number of really good options.
If you change your column to a GridViewComboColumn then the filter will behave as a DropDown too.
All-in-all, there are 3 types of filtering that the RadGridView support.
1: Basic filtering
2: Excel Like Filtering (which may also be excellent for your situation)
3: Custom Filtering
have a look at the presentation onTelerik TV here which explains the three in detail.
If you would like to know more about changing one of your columns to a DropDown column, then let me know and i'll provide you with a sample.