Should I store entire objects, or pointers to objects in containers?
This really depends upon your situation.
If your objects are small, and doing a copy of the object is lightweight, then storing the data inside an stl container is straightforward and easier to manage in my opinion because you don't have to worry about lifetime management.
If you objects are large, and having a default constructor doesn't make sense, or copies of objects are expensive, then storing with pointers is probably the way to go.
If you decide to use pointers to objects, take a look at the Boost Pointer Container Library. This boost library wraps all the STL containers for use with dynamically allocated objects.
Each pointer container (for example ptr_vector) takes ownership of an object when it is added to the container, and manages the lifetime of those objects for you. You also access all the elements in a ptr_ container by reference. This lets you do things like
class BigExpensive { ... }
// create a pointer vector
ptr_vector<BigExpensive> bigVector;
bigVector.push_back( new BigExpensive( "Lexus", 57700 ) );
bigVector.push_back( new BigExpensive( "House", 15000000 );
// get a reference to the first element
MyClass& expensiveItem = bigList[0];
expensiveItem.sell();
These classes wrap the STL containers and work with all of the STL algorithms, which is really handy.
There are also facilities for transferring ownership of a pointer in the container to the caller (via the release function in most of the containers).
Since people are chiming in on the efficency of using pointers.
If you're considering using a std::vector and if updates are few and you often iterate over your collection and it's a non polymorphic type storing object "copies" will be more efficent since you'll get better locality of reference.
Otoh, if updates are common storing pointers will save the copy/relocation costs.
If you're storing polymporhic objects you always need to use a collection of base class pointers.
That is if you plan on storing different derived types in your collection you must store pointers or get eaten by the slicing deamon.