How do I initialize a stl vector of objects who themselves have non-trivial constructors?

There are many ways to get there. Here are some of them (in no particular order of presence).

Use vector(size_type n, const T& t) constructor. It initializes vector with n copies of t. For example:

#include <vector>

struct MyInt
{
    int value;
    MyInt (int value) : value (value) {}
};

struct MyStuff
{
    std::vector<MyInt> values;

    MyStuff () : values (10, MyInt (20))
    {
    }
};

Push elements into vector one by one. This might be useful when values should be different. For example:

#include <vector>

struct MyInt
{
    int value;
    MyInt (int value) : value (value) {}
};

struct MyStuff
{
    std::vector<MyInt> values;

    MyStuff () : values ()
    {
        values.reserve (10); // Reserve memory not to allocate it 10 times...
        for (int i = 0; i < 10; ++i)
        {
            values.push_back (MyInt (i));
        }
    }
};

Another option is constructor initialization list, if C++0x is an option:

#include <vector>

struct MyInt
{
    int value;
    MyInt (int value) : value (value) {}
};

struct MyStuff
{
    std::vector<MyInt> values;

    MyStuff () : values ({ MyInt (1), MyInt (2), MyInt (3) /* ... */})
    {
    }
};

Of course, there is an option to provide default constructor and/or use something other than std::vector.

Hope it helps.