In fact sometimes I feel bad , well not that bad ;), for forcing even our library on developers. In 3.1 our library can be turned on and off on a page by page basis.
But I digress, if you have filesystem access integrating in a 3rd party library is as easy as any other web page you just include in your path.
But if you are in a hosted environment, you need to pick a library or build of a library that is all in one file.
jQuery is a good example of a 1 file library that can be easily integrated into APEX using #WORKSPACE_IMAGES# or #APP_IMAGES# . And I've created a very simple example here to show that it works , http://apex.oracle.com/pls/otn/f?p=11933:151
I'm going to be looking into different ways of including in other libraries that require a directory structure when you don't have file system access, I think XDB might be helpful here, but if someone has already solved this particular problem please comment or blog about it as it will be very helpful to quite a few people.