Say I have an std::list<int> lst and some std::list<int>::iterator it for iterating through the list. And depended to value of the it I want to use it + 1 or it - 1 in my code. Is there some good way to do that like next(), prev() (I couldn't find such things in stl documentation)? Or should I copy the it each time and increment(decrement) the copy?
Copying and incrementing/decrementing the copy is the only way it can be done.
You can write wrapper functions to hide it (and as mentioned in answers, C++11 has std::prev/std::next which do just that (and Boost defines similar functions). But they are wrappers around this "copy and increment" operation, so you don't have to worry that you're doing it "wrong".