For your validation event IMO the easiest method would be to use a character array to validate textbox characters against. True - iterating and validating isn't particularly efficient, but it is straightforward.
Alternately, use a regular expression of your whitelist characters against the input string. Your events are availalbe at MSDN here: http://msdn.microsoft.com/en-us/library/system.windows.forms.control.lostfocus.aspx