ICU's date/time classes are not serializable or thread-safe. Serializability isn't a big deal (we can alwrays wrap it in similar to how we handle DFDLCharset), but thread safetey is a pain to have to deal with. We end up with lots of ThreadLocal variables, and if we miss any, we've got a hard to find race condition.
JodaTime looks promising. It's formatters don't appear to be serializable, but they are thread safe and immutable.