I tried cache-oblivious algorithms for some numerical code, but found them underwhelming. The cache-oblivious model does not consider the effects of prefetching and cache line associativity. Both can make a huge difference.

They are a great starting point and work well for the RAM/Swap level of the memory hierarchy, but for the L1/L2 caches manual tuning still pays off. This unfortunately makes the implementation non-oblivious and even depended on the specific CPU used.