Unfortunately, implementing these in ColdFusion is a bit of a pain only due to the cost of object instantiation, so my best solution to date is to "hack it" using a DataTypeFacade singleton and getting my business object to delegate most property specific actions to that facade which in turn calls the appropriate data type (so I have singletons for DateTime, SSN, PhoneNumber, etc.). That works pretty well in practice.
How do other people implement custom data types in their CF applications?
[Why a facade? Because I don't want to have to inject 50 different data types into each transient business object - I feel it is cleaner to just inject a single facade - especially while my API is still settling down.]