How do I set the background color of a widget like combobox or double spin box?

Actually, if you look at the Qt docs for QPalette in the case of a QComboBox the background role is probably not what you want. What you want is:

QPalette::Base Used mostly as the background color for text entry widgets, but can also be used for other painting - such as the background of combobox drop down lists and toolbar handles. It is usually white or another light color.

So here is the code I am using to set the background color of a combo box I am using to match the color of the widget it is on:

QPalette pal = myComboBox->palette();
pal.setColor(QPalette::Base, pal.color(QPalette::Window));
myComboBox->setPalette(pal);

Using a QPalette isn't guaranteed to work for all styles, because style authors are restricted by the different platforms' guidelines and by the native theme engine.

To make sure your background color will be correct, I would suggest to use the Qt Style Sheet. Here is what I did to change the background color of a QComboBox:

myComboBox->setStyleSheet("QComboBox { background-color: blue; }");

I haven't specifically tried for a QSpinBox, but I guess it'll work the same !

Apparently in Qt 4.1 and onwards, you need to set this->setAutoFillBackground( true ); for the palette to apply the background color.

fhe is generally correct, but doesn't account for the widgets (like spin boxes and buttons/comboboxes) that use a different background role in the palette. A more general solution would be something like this:

QPalette pal = widget.palette();
pal.setColor(widget.backgroundRole(), Qt::blue);
widget.setPalette(pal);

Alternatively, you could look into the descriptions of the various palette roles and figure out the one you want, then apply it to the widget containing the others you want changed. The palette changes should propagate to the children widgets.