using DevExpress.XtraGrid.Views.Grid;
using DevExpress.XtraGrid.Columns;
using DevExpress.Utils;

private void Form1_Load(object sender, System.EventArgs e) {
   // ...
   InitStyles();
}

private void InitStyles() {
   GridView View = gridControl1.MainView as GridView;
   // Customize the column headers' appearances.
   AppearanceObject appCountry = View.Columns["Country"].AppearanceHeader;
   appCountry.BackColor = Color.AntiqueWhite;
   appCountry.BackColor2 = Color.Snow;
   View.Columns["City"].AppearanceHeader.BackColor = Color.LightSalmon;
   // Set the View's painting syle.
   View.PaintStyleName = "UltraFlat";
}

private void gridView1_GroupLevelStyle(object sender, GroupLevelStyleEventArgs e) {
   GridView View = sender as GridView;         
   GridColumn column = View.GroupedColumns[e.Level];
   if(column == null) return;
   e.LevelAppearance.Combine(column.AppearanceHeader);
}

Imports DevExpress.XtraGrid.Views.Grid
Imports DevExpress.XtraGrid.Columns
Imports DevExpress.Utils
' ...

Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) _
Handles MyBase.Load
    ' ...
    InitStyles()
End Sub

Private Sub InitStyles()
   Dim View As GridView = GridControl1.MainView
   ' Customize the column headers' appearances.
   Dim appCountry As AppearanceObject = View.Columns("Country").AppearanceHeader
   appCountry.BackColor = Color.AntiqueWhite
   appCountry.BackColor2 = Color.Snow
   View.Columns("City").AppearanceHeader.BackColor = Color.LightSalmon
   ' Set the View's painting syle.
   View.PaintStyleName = "UltraFlat"
End Sub

Private Sub GridView1_GroupLevelStyle(ByVal sender As Object, _
ByVal e As DevExpress.XtraGrid.Views.Grid.GroupLevelStyleEventArgs) _
Handles GridView1.GroupLevelStyle
   Dim View As GridView = CType(sender, GridView)
   Dim column As GridColumn = View.GroupedColumns(e.Level)
   If column Is Nothing Then Return
   e.LevelAppearance.Combine(column.AppearanceHeader)
End Sub