Cocos2d-x handles the game engine side of things really well (scene graph, asset management, input handling, etc.) and all that runs cross-platform without any issues.
But Marmalade comes in real handy for all the platform-specific stuff like in-app purchase support, game services (achievements and leaderboards) and the like. The Marmalade team provides us with custom-built extensions for each platform. And if ever we run into anything else they haven't built for us already, they have an excellent Extension Development Kit (EDK) that lets us easily call native code (Objective-C for iPhone, Java for Android, etc.) from within our main C++ app. We've been using it extensively, in fact [1], and we're really pleased with it.
Finally, as a nice little bonus, their deployment and signing tools are also really slick, as they let us deploy straight to an iOS device with two clicks from our Windows machines, which is much appreciated by us non-Mac OS X fanboys!
[1] https://github.com/dblstallion