I'm working on one now (see my post from a few days ago about a template issue). What features are you looking for? This one is pretty basic, supports matrices and vectors of arbitrary type and dimensions, addition, scalar, dot product and cross product. Quaternion creation and manipulation.
If anyone else has some ideas please post them, I'm sure I'll be using this library quite a bit in the future.
And no, I'm not optimizing it in assembly (yet).