it's taken me ages to work this out, so I thought i'd share it. The following code will put the checkbox list into 2 columns.
This example works for an embedded form (which in fact only contains an sfWidgetFormChoice):
<?php foreach($form['categories'] as $fieldSchema => $embeddedForm): ?>
<div class="checkboxSerie">
<fieldset>
<ul>
<?php echo $embeddedForm->renderError(); ?>
<?php
$i=0;
$secondColumn = false;
$totalOptions = count($embeddedForm);
foreach ($embeddedForm as $widget): ?>
<?php
$i++;
if (!$secondColumn && $i >= $totalOptions/2):
$secondColumn = true;
?>
</ul>
</fieldset>
<fieldset>
<ul>
<?php endif; ?>
<li>
<?php echo $widget->render(); ?>
<?php echo $widget->renderLabel(); ?>
</li>
<?php endforeach; ?>
</ul>
</fieldset>
</div>
<?php endforeach; ?>