Boost C++ Library has a large number of interesting modules. Most of the modules are header only templates readily used on many platforms and many recent version compilers.
A few of the modules, such as Regex and DateTime, need to be compiled into static or dynamic link libraries. To do so, requires the use of Boost's build tool: bjam.
To build all variations of the libraries, single/multithreaded, debug/release, and static/dynamic, the command is simple (example for windows):
bjam --toolset=msvc --build-type=complete stage
Finding out how to build a subset of the libraries is a bit harder. The options I use are:
bjam --toolset=msvc variant=debug,release threading=multi link=static stage