A good uncertainty (interval) arithmetic library?

I believe "Interval Arithmetic" is the more common name for what you're looking for. boost::interval would be my first choice for a supporting library.

If you are looking for an error propagation module (this is different from interval arithmetic, but error propagation is what is commonly used by scientists), I would suggest that you have a look at my uncertainties Python module. It handles error/uncertainty propagation in a transparent way, and, contrary to many implementations, properly handles correlations between variables.

Have a look at Thomas Flanagan's Error Propagation Java class. The approach it uses is most excellent for handling uncertainty without excess trouble.