I also regret not having learned the STL sooner. There are things in the C++ standard or Boost libraries I don't use because I think they take the fun out of programming in C++ (such as the smart pointers: I prefer handling allocation and deletion myself) but collections classes are annoying to make and those of the STL are debugged, probably thread-safe, and peer-reviewed by people that know the language up to its smallest details, and I wouldn't have any fun writing them myself anyway.
My only complaint about it is purely cosmetic: its old all_in_lowerspace name styles clash uglily with the modern coding styles.
The _Capital character stuff STL uses is due to the fact that that particular format is reserved for global scoped identifiers and that is what you want your standard library to use and not much else. And seeing that STL is often implemented by the compiler coders they are implemented as first class identifiers and hence use the reserved formats.
See this
link for more info.
On the current gen consoles there are still differences between STL versions and so it is better to use your own STL versions, whether they are wrappers over the platform STL or your own implementations. This allows you to provide one interface to all the code above it which makes writing code for multiple platforms far easier.
Having said that you best learn how to use STL as even the custom implementations often just follow the normal STL interface.