I think you could do it but you would have to create seperate data connections for DB type. Then you would have to do some trickery to call the correct data source either through code or rules based upon the combobox selection. Personally, I think that would be a less scaleable and maintainable solution. This sounds a little repetitive to some of my previous posts, but if you have the ability using a webservice would be a nice clean way of doing what you are talking about. Then all you need to do is add a parameter to your webservice that indicates what type of data connection you wish to make. Then your InfoPath form only has to make one data connection and lets the webservice push or pull data into the selected data source.
Jason
http://www.k2distillery.com/