I have found problems in using STL in multi-threaded code. Even if you do not share STL objects across threads, many implementations use non-thread safe constructs (like ++ for reference counting instead of an interlocked increment style, or having non-thread-safe allocators).
In each of these cases, I still opted to use STL and fix the problems (there are enough hooks to get what you want).
Even if you opt to make your own collections, it would be a good idea to follow STL style for iterators so that you can use algorithms and other STL functions that operate only on iterators.