Well spotted, I forgot to write the destructor!
As for the stack, I wanted to keep it a vector so that multiple states can be drawn at a time.
For example, a pause state over a game state. (functionality still needs to be implemented however).
An std::stack doesn't allow this (as far as I'm aware).
By component based system I meant most classes of the engine can be used independently of each other.
But an Entity System is actually next on the TODO list 
For reference, what would you like the entity system to do?
Oh yes, my system only draw 1 State at time, that's why i've chosen a stack.
I just wrote an article about Entity SYstem, but in french. I'll resume it.
If you want one (and need it), you should read this article :
http://t-machine.org/index.php/2007/09/03/entity-systems-are-the-future-of-mmog-development-part-1/I implemented my system like this :
An entity isn't a class, it's just an ID in a table (because an Entity, IMHO, shouldn't have data nor functions).
I store all Entities' components in an array in a "entity manager" class.
There are many ways to implement that system, make a Class for an entity isn't wrong, there are cases where it's usefull (but IMO thre are more cases where it's useless :p)
Here is the history of my Entity System in UML :
First version, Entity is a class, I update all components at each loop (wich is very bad) :
Second version, Entity is still a class but each component can register for events types that insterest them. It's good but you need a very good Event class that doesn't just copy the sf::Event :
I haven't done this Event class well so I tested my last version :
I think there is a huge part a feeling question (how yo prefer the component to comunicate with each other, etc..)
Another famous link :
http://cowboyprogramming.com/2007/01/05/evolve-your-heirachy/
