Well I partially solved my own problem, but there is still an issue.
I realized that if I set the colModel editor for the checkbox column to be editor: {type: 'checkbox'} then the tabbing will work. However if you do that and check the checkbox with the spacebar (keyboard as opposed to mouse) once you have tabbed into the control - the check event does not fire.
So given the Auto Save demo:
Add editModel: {onSave: "nextEdit", onTab: "nextEdit"}
Add check: function() { alert('checkbox'); },
Add to the checkbox column: editor: {type: 'checkbox'}
Then you can see that you can tab into the checkbox and select it with the keyboard, but the event does not fire. However, if you click the checkbox with the mouse - the event fires.
One last thing: If you add editModel : {clicksToEdit: 1 } to the column you get different behavior in Chrome vs. IE. In IE clicking on the checkbox immediately changes its state as well as gives it focus. In Chrome clicking puts it in edit mode but does not change its state. The ideal functionality is how IE is handling it.