バインドでも IsThreeState が有効になる ChackBox をでっち上げた f(^^; override できなかったので new した。ので、何かあっても知らんので、よろ (汗; プロパティの型を bool? にすると実行時にブチ落ちるのはなぜなんだぜ? orz

MyCheckBox.cs

  public class MyCheckBox : CheckBox
  {
    public new object IsChecked
    {
      get { return GetValue(IsCheckedProperty); }
      set { SetValue(IsCheckedProperty, value); }
    }
    public static new readonly DependencyProperty IsCheckedProperty =
      DependencyProperty.Register("IsChecked", typeof(object), typeof(MyCheckBox),
                                  new PropertyMetadata(null, new PropertyChangedCallback(OnIsCheckedChanged)));
    private static void OnIsCheckedChanged(DependencyObject d, DependencyPropertyChangedEventArgs e)
    {
      var baseInstance = d as CheckBox;

      if (e.NewValue == null)
      {
        if (baseInstance.IsChecked != null)
          baseInstance.IsChecked = null;
        return;
      }

      if (e.NewValue is bool)
      {
        var newValue = (bool)e.NewValue;
        if(baseInstance.IsChecked != newValue)
          baseInstance.IsChecked = newValue;
        return;
      }

      var thisInstance = d as MyCheckBox;
      bool value;
      if (bool.TryParse(e.NewValue as string, out value))
        thisInstance.SetValue(IsCheckedProperty, value);
      else
        thisInstance.SetValue(IsCheckedProperty, null);
    }


    public MyCheckBox()
    {
      base.IsChecked = null;

      base.Checked += MyCheckBox_Checked;
      base.Unchecked += MyCheckBox_Unchecked;
      base.Indeterminate += MyCheckBox_Indeterminate;
    }

    void MyCheckBox_Indeterminate(object sender, RoutedEventArgs e)
    {
      this.IsChecked = null;
    }

    void MyCheckBox_Unchecked(object sender, RoutedEventArgs e)
    {
      this.IsChecked = false;
    }

    void MyCheckBox_Checked(object sender, RoutedEventArgs e)
    {
      this.IsChecked = true;
    }
}

XAML側でTrue/Falseを指定しないなら、IsCheckedの型をbool?に変更してもOK。
　
DependencyPropertyはtypeof(object)じゃないとダメ。
http://danrigby.com/2012/07/24/windows-8-dev-tip-nullable-dependency-properties-and-binding/
http://social.msdn.microsoft.com/Forums/en-US/winappswithcsharp/thread/e4e6bf30-0493-4ede-b20e-25a5d3ffe79e/