I'd say, it depends. The STL that comes originally with VC6 is not very good. The provider (Dinkumware) provides an upgrade for that STL though, which makes it pretty good. If you are using VC.NET, then I think there is no real need to change the STL implementation anymore.

Since MSVC already has STL, how would I access another
provider's header files? By putting the path to the other
provider's headers first in the include path?? (I certainly don't
want to try to delete the headers from the include directory.)
Yes, you just specify the include path for the new STL prior to the original include files. With STLPort, you also have to change one of the headers in STLPort to match your configuration (and set any options), but that's not very involved.