SparkFun has an Eagle library that has pads for single and dual row 0.1" headers from 1 to 40 pins. Here is one of several 1x03 headers (single row, three pins):
The holes have a 40 mil diameter. The yellow square posts, which are for reference only, are drawn with 20 mil sides instead of the standard 25 mils, but expanding the sides out to 25 mils and then measuring the distance from the corners to the edge of the hole shows a 3 mil clearance.
Their library SparkFun.lbr can be downloaded here. It works with both version 5 and version 6 (I haven't tried it on version 7 yet). They also have a set of libraries in the new XML format (version 6 and later) here.
As swebere has pointed out, single and double row headers are also available in some of the libraries whhich are installed with Eagle, such as pinhead. Here is asingle row 1x03 header with long pads:
