I think you can still have some validation done in datasheets if you define validation rules for the field in the table definition.
I'm sure that you can have "combo box" type validation by using lookups in the field definition. Look at the 'lookup' tab on the field definition properties in your table definition form. You can define lookups for the field so that, for example, you could use a combobox to link in an id field and a name field from a related table. Then even in the datasheet the user will be presented with a combo box with text names, and the underlying field in the main table can store the id field as an integer, just as when you're using combo boxes on forms. Choose limit to list for the combo box (I think you can), and you've got complete validation. This combo box validation might not be appropriate for all fields, but it can be very helpful for the ones where it is applicable.
As I said, I'm not sure, but I believe that the validation rule you define in the table definition also governs data added on datasheets. It's easy enough to check on that; sonmeone correct me if I'm wrong (I'll post a correction or confirmation myself if I get around to checking it).