<DataTemplate x:Key="imageThumb">
        <Image x:Name="docImage" Width="25" Height="25" Source="/MyApp;component/images/pdf-icon.png">
            <Image.Effect>
                <DropShadowEffect ShadowDepth="1" BlurRadius="1" Opacity="0.5"/>
            </Image.Effect>
        </Image>
    </DataTemplate>

DataTemplate imageTemplate = (DataTemplate)this.Resources["imageThumb"];

DataGridTemplateColumn docType = new DataGridTemplateColumn();
docType.Header = "Doc Type";
docType.CellTemplate = imageTemplate;
targetDataGrid.Columns.Add(docType);

<local:StringToObjectConverter x:Key="DocTypeToBitmap">
             <ResourceDictionary>
                 <BitmapImage x:Key="pdf" UriSource="/MyApp;component/images/pdf-icon.png" />
                 <!-- Other BitmapImages here -->
                 <BitmapImage x:Key="__default__" UriSource="/MyApp;component/images/unknown-icon.png" />
            </ResourceDictionary>
         </local:StringToObjectConverter>

<DataTemplate x:Key="imageThumb">
    <Image x:Name="docImage" Width="25" Height="25" Source="{Binding docType, Converter={StaticResource DocTypeToBitmap}}">
        <Image.Effect>
            <DropShadowEffect ShadowDepth="1" BlurRadius="1" Opacity="0.5"/>
        </Image.Effect>
    </Image>
</DataTemplate>

public BitmapSource ThumbnailBitmapSource {
    get {
        BitmapImage img = new BitmapImage(someUriYouGetBasedOnDocType);
        return img;
    }
}

partial void OnDocTypeChanged() {
    this.RaiseDataMemberChanged("ThumbnailBitmapSource");
}