OmniWeb's URL field isn't an NSComboBox -- it's an NSTextField and an NSPopUpButton. The latter element is set to be borderless and layered below the textfield, so all that draws from it is the triangle.
We've got a bug or two with this approach, though, such as not working very will with Full Keyboard Access -- if you're going to do something similar, I suggest writing the extra code to make sure keyboard focus travels from control to control properly and is clearly visible to the user.