That didn't work -- myCell is always null.

This is the code I used:

class MyDrawFilter : IUIElementDrawFilter
{
    DrawPhase IUIElementDrawFilter.GetPhasesToFilter(ref UIElementDrawParams drawParams)
    {
        if (drawParams.Element is RowCellAreaUIElement)
            return Infragistics.Win.DrawPhase.BeforeDrawBorders;
        return DrawPhase.None;
    }

    bool IUIElementDrawFilter.DrawElement(DrawPhase drawPhase, ref UIElementDrawParams drawParams)
    {
        UltraGridCell myCell = drawParams.Element.GetContext(typeof(UltraGridCell)) as UltraGridCell;
        if (myCell != null)
            throw new ApplicationException("Found non-null cell!");
        return false;
    }
}

The problem is that your two methods are inconsistent. You are checking for RowCellAreaUIElement in GetPhasesToFilter. So the element in DrawElement will never be a cell. You need to check for CellUIElement.

Maybe what you need to do is, rather than turning off the borders for rows and cells, set the border color to White so it matches the cells and fills in the gaps?

I actually used this to solve a somewhat similar problem with an UltraGridDocumentExporter, so my solution might not apply to you.

I included the following in the BeginExport event handler of an UltraGridDocumentExporter, which might be analogous to the InitializeLayout event of an UltraGrid:

            e.Layout.Override.BorderStyleRow = Infragistics.Win.UIElementBorderStyle.None;
            e.Layout.Override.BorderStyleCell = Infragistics.Win.UIElementBorderStyle.None;
            e.Layout.Override.RowAppearance.BorderColor = System.Drawing.Color.Transparent;
            e.Layout.Override.CellAppearance.BorderColor = System.Drawing.Color.Transparent;

I can't say I exactly understand why this worked.

 I have had good results with setting BorderColor = System.Drawing.Color.Transparent.