Boost.Regex is very good and is slated to become part of the C++0x standard (it’s already in TR1).
Personally, I find Boost.Xpressive much nicer to work with. It is a header-only library and it has some nice features such as static regexes (regexes compiled at compile time).
Update: If you’re using a C++11 compliant compiler (gcc 4.8 is NOT!), use std::regex unless you have good reason to use something else.