Thanks for all the answers!
If you can use C++11, you could use variadic templates and std::forward your arguments to constructor. If you can't you can still template arguments, though it will be a bit more work (you have to define templates for all possible numbers of arguments, or use some macro magic - with variadic templates its just one line of code).
The varidic templates definitily sounded interesting, but unfortunately they are not supported by Visual Studio 2012... If I were to write templates for all the possible number of arguments given, would I also need to overload the function for each of these templates (Arguments1<>, Arguments2<>, ...) or is there some way to templatize (is this a word) the templates so that I can have "Component::Component(Arguments args)" for me to pass as many arguments as I want?
About MSVC2012 - it supports variadic templates and few more C++11 features when you install CTP_Nov2012 (http://www.microsoft.com/en-us/download/details.aspx?id=35515) toolset and set it in your project options. Its CTP so its for testing but I use it and it works without problems. IMO having variadic templates is worth it
If you want to pass it around with varied number of arguments, that will be hell lot of templating. I was thinking about making a component factory with varied number of arguments that are then passed to constructor, and this factory gives you component. Something like:
Component* comp = compFactory->CreateComponent(SPATIAL, arg1, arg2); Component* comp = compFactory->CreateComponent(RENDERABLE, arg1); Component* comp = compFactory->CreateComponent(COLLIDABLE, arg1, arg2, arg3);
Above code could be achieved by templating factory function "CreateComponent" to support different numbers of arguments that are passed to constructor, but as I said without variadics its a bit of crazy template magic (check this article and source code for really nice factory implementation: http://archive.gamedev.net/archive/reference/articles/article2097.html)
This can happen on higher level than entity, in some class that creates entities out of components. Does entity really need to know how to construct components (and itself?) or it should be responsibility of class above entity, that picks needed components (probably out of templates later, so its more automated) and creates another instance of entity by attaching necessary components. In some Entity System implementations, there is no such thing as Entity class, but its just a tag or id under which certain components are glued together by some "EntitySystem/Manager".
In my implementation, I kept GameObject class but its only responsibility is to be a container of component pointers that also keeps a bitmask of what component types are attached to that entity (I use it as for very fast lookups, as such bitmask works like a key that you can latet bit-and against some mask of required components and quickly filter entites that meet these criteria).