In fact, I used to program in boost::preprocessor before, trying to implement ADTs [1]. At the end of the game, I just realised I didn't have enough patience and whatever else to continue using it. I could accidentally see that some macro got blocked and then debugging it for a half of a day to eventually come up with ugly workarounds.
Then I made Metalang99. It has many neat features but really the very motivation for it was to get rid of macro recursion blocking. For example, if you call FOO, then FOO calls BAR, BAR calls JAR, and JAR calls FOO, everything should work as expected. This was a complete nightmare with boost::preprocessor.
So in conclusion, I agree that boost::preprocessor is more polished and can work on ancient compilers too. However, since nowadays the situation with preprocessors is better, I would endeavour to use more modern tools which offer greater convenience and flexibility.