Hello there,
I have written a small package called rviz_plugin_covariance.

It is an rviz plug-in (using the new ROS Fuerte C++ API) displaying
geometry_msgs/PoseWithCovarianceStamped messages.

It is based on this blog post [1] and on the rviz API tutorial.

The package page on the wiki is here (not yet indexed):
http://www.ros.org/wiki/rviz_plugin_covariance

It is available on GitHub at:
https://github.com/laas/rviz_plugin_covariance

[1] http://geus.wordpress.com/2011/09/15/how-to-represent-a-3d-normal-function-with-ros-rviz/

Best,
-- 
Thomas Moulard