Is it safe to push_back 'dynamically allocated object' to vector?

Whenever I need to add dynamically allocated object into a vector I've been doing that the following way:

class Foo { ... };

vector<Foo*> v;

v.push_back(new Foo);

// do stuff with Foo in v

// delete all Foo in v

It just worked and many others seem to do the same thing.

Today, I learned vector::push_back can throw an exception. That means the code above is not exception safe. :-( So I came up with a solution:

class Foo { ... };

vector<Foo*> v;
auto_ptr<Foo> p(new Foo);

v.push_back(p.get());
p.release();

// do stuff with Foo in v

// delete all Foo in v

But the problem is that the new way is verbose, tedious, and I see nobody's doing it. (At least not around me...)

Should I go with the new way?
Or, can I just stick with the old way?
Or, is there a better way of doing it?

If all you care about is exception-safety of this operation:

v.reserve(v.size()+1);  // reserve can throw, but that doesn't matter
v.push_back(new Foo);   // new can throw, that doesn't matter either.

The issue of a vector having responsibility for freeing the objects pointed to by its contents is a separate thing, I'm sure you'll get plenty of advice about that ;-)

Edit: hmm, I was going to quote the standard, but I actually can't find the necessary guarantee. What I'm looking for is that push_back will not throw unless either (a) it has to reallocate (which we know it won't because of the capacity), or (b) a constructor of T throws (which we know it won't since T is a pointer type). Sounds reasonable, but reasonable != guaranteed.

So, unless there's a beneficial answer over on this question:

Is std::vector::push_back permitted to throw for any reason other than failed reallocation or construction?

this code depends on the implementation not doing anything too "imaginative". Failing that, your solution from the question can be templated up:

template <typename T, typename Container>
void push_back_new(Container &c) {
    auto_ptr<T> p(new T);
    c.push_back(p.get());
    p.release();
}

Usage then isn't too tedious:

struct Bar : Foo { };

vector<Foo*> v;
push_back_new<Foo>(v);
push_back_new<Bar>(v);

If it's really a factory function rather than new then you could modify the template accordingly. Passing a lot of different parameter lists in different situations would be difficult, though.