<p>I'm looking to have a couple of plugins in a Flex project I'm working on. I know I can load a SWF using the SWFLoader, but I thought in Flex3 you can now have Runtime Shared Libraries or something. Does anyone have any good documentation on loading a plugin at runtime? Ideally I'd like to be able to load a plugin from a URL, then execute some code from within the plugin (e.g. add a control to the page).</p>

You can use either Modules or RSL.
RSLs have the advantage of getting cached by flash rather than the browser so they stick around longer.
Modules are easier to create and use. I have used modules and had issues with modules failing to load (code needs to handle that case). I haven't tried RSLs yet.
Here is some documentation on creating RSLs
http://labs.adobe.com/wiki/index.php/Flex_3:Feature_Introductions:Flex_3_RSLs