How do I build a DataTemplate in c# code?

Assuming that you’ve already set up the ItemsSource etc for drpCreditCardNumberWpf…

//create the data template
DataTemplate cardLayout = new DataTemplate();
cardLayout.DataType = typeof(CreditCardPayment);

//set up the stack panel
FrameworkElementFactory spFactory = new FrameworkElementFactory(typeof(StackPanel));
spFactory.Name = "myComboFactory";
spFactory.SetValue(StackPanel.OrientationProperty, Orientation.Horizontal);

//set up the card holder textblock
FrameworkElementFactory cardHolder = new FrameworkElementFactory(typeof(TextBlock));
cardHolder.SetBinding(TextBlock.TextProperty, new Binding("BillToName"));
cardHolder.SetValue(TextBlock.ToolTipProperty, "Card Holder Name");
spFactory.AppendChild(cardHolder);

//set up the card number textblock
FrameworkElementFactory cardNumber = new FrameworkElementFactory(typeof(TextBlock));
cardNumber.SetBinding(TextBlock.TextProperty, new Binding("SafeNumber"));
cardNumber.SetValue(TextBlock.ToolTipProperty, "Credit Card Number");
spFactory.AppendChild(cardNumber);

//set up the notes textblock
FrameworkElementFactory notes = new FrameworkElementFactory(typeof(TextBlock));
notes.SetBinding(TextBlock.TextProperty, new Binding("Notes"));
notes.SetValue(TextBlock.ToolTipProperty, "Notes");
spFactory.AppendChild(notes);

//set the visual tree of the data template
cardLayout.VisualTree = spFactory;

//set the item template to be our shiny new data template
drpCreditCardNumberWpf.ItemTemplate = cardLayout;

You can use the same way I have set the ToolTip on the TextBlocks to set other properties such as margins.