Here is an example from my code:

If your collection is named "MyCollection":

- add an EditorAttribute to your collection's constructor:

[Editor(typeof(MyCollectionEditor),
typeof(System.Drawing.Design.UITypeEditor))]
public class MyCollection : CollectionBase

- implement the CollectionEditor, where you can override CreateNewItemTypes:
public class ControlSpecCollectionEditor : CollectionEditor
{
protected override Type[] CreateNewItemTypes()
{
   return new Type[3] { typeof( ElemA), typeof( ElemB), typeof( ElemC) };
}
}

- mark the collection property as DesignerSerializationVisibility.Content
[DesignerSerializationVisibility( DesignerSerializationVisibility.Content )]
public MyCollection MyElements
{
get
{
    return ...
}
}

Hope that helps.