I use CMake almost exclusively (even for Windows) and using "find_package(Boost REQUIRED)" works most of the time. A lot of common boost libraries (algorithm, geometry) are header only and are not much of a hassle to include.

IIRC, you would need to modify the statement to "find_package(Boost REQUIRED COMPONENTS filesystem)" if you want to use boost dependencies that need a separate .dll/.so (in this case boost::filesystem). However I rarely need to use these, so I may be wrong.