I believe for choosing auto modes you can use a
SendableChooser - more info in the WPI screensteps on that. However yes the Java SmartDashboard is fairly basic but you can customize items by going into edit mode (it's in one of the dropdown menus at the top), and right clicking on different items in the Dashboard to change their appearance or parameters.
EDIT: Reread your post, and am not sure about SendableChoosers for Iterative control. I've always used Command Based myself to kind of neaten it up.