http://stackoverflow.com/q/32424

// attach this to DataGridView1.CellContentClick event
private void DataGridView1_CellContentClick(object sender, DataGridViewCellEventArgs e)
{
    if (IsCurrentCellCheckBoxCell(sender)) {
        ((DataGridView)sender).EndEdit();
        PrintValueOfCurrentCheckBox();
    }
}

// result validation
public void PrintValueOfCurrentCheckBox()
{
    if (DataGridView1.CurrentCell == null)
        return;
    Console.WriteLine(DataGridView1.CurrentRow.Cells(DataGridView1.CurrentCell.ColumnIndex).Value.ToString());
}

// universal helper
public static bool IsCurrentCellCheckBoxCell(object dataGridViewSender)
{
    if (dataGridViewSender is DataGridView) {
        var _with1 = (DataGridView)dataGridViewSender;
        if (_with1.CurrentCell != null) {
            DataGridViewColumn currentColumn = _with1.Columns(_with1.CurrentCell.ColumnIndex);
            return currentColumn is DataGridViewCheckBoxColumn;
        }
    }
    return false;
}