Boost
From charlesreid1
Boost is an awesome set of libraries that give you all the functionality you wish C++ had out-of-the-box, plus a whole lot of stuff you never knew you didn't have.
Their "Getting Started" guide is a big help for figuring out how to use Boost libraries: http://www.boost.org/doc/libs/1_44_0/more/getting_started/index.html
To boil it down: Boost provides you with a whole bunch of functionality that is primarily provided through header files. This makes the build process trivial (no compiling - just put the header files somewhere), and it makes the compiling process almost as easy (add a
#include <boost/lambda/lambda.hpp>
to your code, and then add
-I/path/to/boost
to your compile line).
Alternatively, a list of Boost functionality that requires libraries and compilation (a small subset of Boost) is here: http://www.boost.org/doc/libs/1_44_0/more/getting_started/unix-variants.html#header-only-libraries