Would it be feasible/advantageous for the regex-related libraries to automagically to "cache" the immediately previous regex compilation? (or provide as an option)

Feasable, yes, in the sense that anything is feasable, probably not advantageous though, it depends entirely on how it's used.

I've seen code that had the same regex being compiled inside a loop, which I suppose would really diminish performance. Perhaps this could be detected, and the user/developer "protected from themselves" ... and/or perhaps informed that this is happening?

Nod, that's a very bad idea, but I don't see how we can protect against it.

Could there be a "helper" class that somehow or other allowed the last "n" regexes to be cached? (btw .... what is the plural of regex .... regexen? regices?)

You mean a generic cache object? It's been asked for before, and should be an entirely separate facility from regex/xpressive/spirit. Boost.Regex does actually use one internally to cache some locale-related structures (which rairly if ever change in typical useage). See boost/regex/pending/object_cache.hpp if you want the dirty details, or want to borrow the code. John.