Programmatically create static arrays at compile time in C++

The closest you can get is using C++0x features to initialize local or member arrays of templates from a variadic template argument list.
This is of course limited by the maximum template instantiation depth and wether that actually makes a notable difference in your case would have to be measured.

Example:

template<unsigned... args> struct ArrayHolder {
    static const unsigned data[sizeof...(args)];
};

template<unsigned... args> 
const unsigned ArrayHolder<args...>::data[sizeof...(args)] = { args... };

template<size_t N, template<size_t> class F, unsigned... args> 
struct generate_array_impl {
    typedef typename generate_array_impl<N-1, F, F<N>::value, args...>::result result;
};

template<template<size_t> class F, unsigned... args> 
struct generate_array_impl<0, F, args...> {
    typedef ArrayHolder<F<0>::value, args...> result;
};

template<size_t N, template<size_t> class F> 
struct generate_array {
    typedef typename generate_array_impl<N-1, F>::result result;
};

Usage for your 1..5 case:

template<size_t index> struct MetaFunc { 
    enum { value = index + 1 }; 
};

void test() {
    const size_t count = 5;
    typedef generate_array<count, MetaFunc>::result A;

    for (size_t i=0; i<count; ++i) 
        std::cout << A::data[i] << "\n";
}