Add new item to combobox, dynamically

I prefer an unbound solution

Try this:
Create a project with two files. Class1.vb and Form1.vb (I am adapting this from a vb project of mine, but I assume the translation to C# will be easy for you, otherwise ask)

Public Class Class1
    Private mText As String
    Dim mIndex As Integer
    Dim m_AnyOtherObject As Object

    Public Sub New(ByVal NewText As String, ByVal NewIndex As Integer)
        Text = NewText
        Index = NewIndex
    End Sub

    Public Property Text() As String
        Get
            Return mText
        End Get
        Set(ByVal value As String)
            mText = value
        End Set
    End Property

    Public Property Index() As Integer
        Get
            Return mIndex
        End Get
        Set(ByVal value As Integer)
            mIndex = value
        End Set
    End Property

    Public Property AnyOtherObject() As Object
        Get
            Return m_AnyOtherObject
        End Get
        Set(ByVal value As Object)
            m_AnyOtherObject = value
        End Set
    End Property

    Public Overrides Function ToString() As String
        Return Me.Text
    End Function

End Class

Public Class Form1

    Private Sub btnFillCombo_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles btnFillCombo.Click
        Dim c As Class1
        For I As Integer = 1 To 3
            c = New Class1("Row " & I.ToString, 999 + I)
            cboTest.Items.Add(c)
        Next
        'Application.DoEvents()
        cboTest.SelectedIndex = 0
    End Sub

    Private Sub cboTest_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cboTest.SelectedIndexChanged
        'Dim c As Class1 = CType(cboTest.SelectedItem, Class1)
        Dim c As Class1 = cboTest.Items(cboTest.SelectedIndex)
        txtIndex.Text = c.Index.ToString

    End Sub

End Class