So you want to use CForm (form builder), but need to preload dropdowns in a form? It's simpler than it seems.
You got your CFormModel, CForm and the actual Form, right?
Let's say you have the typical State -> City dependent dropdowns, so you would want to load the from with the State and City selected.
If you want to edit data directly in the gridview in a 'dropdownlist' style, then you could use the 'type' => 'select' option of TbEditableColumn (YiiBooster) or EditableColumn (x-editable for Yii). This wiki shows how to get data from the db for the 'dropdownlist', by converting AR model data into an array that is passed in json format.