I\'m using quite much STL in performance critical C++ code under windows. One possible \"cheap\" way to get some extra performance would be to change to a faster STL library.
We have done the opposite task recently. Our application is a cross-platform C++ server program and it is built on Windows with VS 2008 (x86) and on HP-UX ia64 and Linux with gcc 4.3 . On every platform we used the STLport 5.1.7 as an STL library and Boost 1.38.
In order to compare performance some time ago we also built our application without STLport and after that we measured performance.
After that on Windows the performance became slightly better. So we chose to stop using the STLport with VS 2008 and to use the default VS 2008 STL library.
On HP-UX ia64 there was 20% decrease in performance. Caliper (the HP-UX profiler) showed that string assignments took more time. And inside of string assignment in the default gcc STL library there were calls to pthread_mutex_unock. As far as I know pthread_mutex_lock/pthread_mutex_unlock are used since the default gcc's STL library uses COW-strings. In our application we do lots of string assignments and as a result of the COW strings we get worse performance. So we still use STLPort on HP-UX with gcc.