If you follow the common practice to subclass JLabel to add some formatting to your combobox you will be surprised that this will break the rendering of JComboBoxes in the Nimbus Look Ant Feel.
Basically the nice glass like look of the combobox will disappear and the old flat look will be restored. This comes due to Nimbus using a custom CellRenderer:
javax.swing.plaf.synth.SynthComboBoxUI$SynthComboBoxRenderer
Fortunately this renderer is based on JLabel, too. This is why you can simply wrap the renderer and add some blinkenlights when needed:
The implementation is straight forward:
Use it as follows:
jComboBox.setRenderer(new InstanceWithIconCellRendererWrapper(jComboBox.getRenderer()));