I have a list of user with property like Id, UserName, FirstName and LastName.
How will i set the combobox' Display to show "LastName, FirstName" so on the combobox it will show like "Doe, John".
You can use ItemTemplate to display any arbitrary property on your model object on the UI (as for this example, Firstname and Lastnames):
<local:ComboBox.ItemTemplate>
<DataTemplate>
<StackPanel Margin="0,3,0,3">
<StackPanel Orientation="Horizontal">
<TextBlock Text="{Binding Path=Firstname}" />
<TextBlock Text="{Binding Path=Lastname}" />
</StackPanel>
</StackPanel>
</DataTemplate>
</local:ComboBox.ItemTemplate>