To select the last item as the default, you can set its IsSelected property to True. As for grouping the items, you can create dummy items and modify their appearance via a ItemContainerStyleSelector. You can set their IsHitTestVisible property to False to disallow their selection.
I've prepared a small sample project to demonstrate what I have in mind. You can further modify the styles to change the appearance of the items and even totally override their control templates until you achieve the desired result. You can also define additional tags if you would like to have more types of items.