In a project i worked on that makes quite heavy use of stl, switching to STLport resulted in getting things done in half the time it took with Microsoft's STL implementation. It's no proof, but it's a good sign of performance, i guess. I believe it's partly due to STLport's advanced memory management system.
I do remember getting some warnings when making this change, but nothing that couldn't be worked around fast. As a drawback, I'd add that debugging with STLport is less easy with Visual Studio's debugger than with Microsoft's STL (Update : it seems there is a way to explain to the debugger how to handle STLport containers, thanks Jalf !).
The latest version goes back to October 2008 so there are still people working on it. See here for downloading it.