A custom pager implementation can be performed by using separate controls. However, under certain circumstances (due to the control hierarchy recreation), it is difficult to implement this feature using a server-side code only.
This example demonstrates how to achieve the desired result using ASPxComboBoxes within the PageBar template.
See Also:
How to create a custom pager for the ASPxGridView with the "Selecting a page size" feature
Create the custom pager in the status bar template