> enum E { E_First, ⋯ , E_Last };
> boost::counting_range(E_First, E_Last)
> but got compiler template barf.
>
> Can someone suggest a good way to do this?

I've accomplished this using a combination of Boost.Range and Boost.Phoenix, as follows:

template <typename EnumT>
auto enum_range(EnumT first, EnumT last)
{
    using boost::counting_range;
    using boost::adaptors::transformed;
    using boost::phoenix::static_cast_;
    using boost::phoenix::arg_names::arg1;
    return counting_range((int)first, (int)last) | transformed(static_cast_<EnumT>(arg1));
}

Then the usage is:

BOOST_FOREACH(E e, enum_range(E_First, E_Last))
   ...

I've omitted the return type of the enum_range function above. If you use C++11, you can
get the compiler to deduce it using decltype and late-specified return types (this is what I
do), otherwise you can look up the documentation of the various Boost constructs involved
and write down the return type directly (it'll be boost::transformed_range< /* something
involving phoenix::static_cast_ */, /* something involving counting_range */>).

Hope that helps!

Regards,
Nate