So the problem I'm having with combo boxes is figuring out how to allow multi-select
Forget that. Multi select combos are only for multi value fields (2010 and up I believe), which from what little I know exist mainly for use with SharePoint lists. Other than that, there are few reasons to use mvf's and most of us who troll here would not. Aside from the 2 good suggestions given, you could consider what's commonly referred to as cascading combo boxes (I prefer the term dependant combo's, but that's a battle I would lose).
In other words, the school combo list depends on the district combo selection. I don't see a need for a 3rd level, rather a means of selecting the grade range. Maybe spinner controls if not text boxes. You could enforce 2 values for a grade range, or enforce the first and if the user doesn't provide a second value, default to the first so that the range becomes FROM 3 TO 3.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.