C++: constructor initializer for arrays

Right now, you can't use the initializer list for array members. You're stuck doing it the hard way.

class Baz {
    Foo foo[3];

    Baz() {
        foo[0] = Foo(4);
        foo[1] = Foo(5);
        foo[2] = Foo(6);
    }
};

In C++0x you can write:

class Baz {
    Foo foo[3];

    Baz() : foo({4, 5, 6}) {}
};

Just to update this question for C++11, this is now both possible to do and very natural:

struct Foo { Foo(int x) { /* ... */  } };

struct Baz { 
     Foo foo[3];

     Baz() : foo{{4}, {5}, {6}} { }
};

Those braces can also be elided for an even more concise:

struct Baz { 
     Foo foo[3];

     Baz() : foo{4, 5, 6} { }
};

Which can easily be extended to multi-dimensional arrays too:

struct Baz {
    Foo foo[3][2];

    Baz() : foo{1, 2, 3, 4, 5, 6} { }
};

There is no way. You need a default constructor for array members and it will be called, afterwards, you can do any initialization you want in the constructor.