Back in March, Carlos Lévy (Paris IV-Sorbonne) published Les scepticismes (PUF, collection Que sais-je?). I haven't got my hands on a copy yet, but I'm sure that it must be a fine book. For information, go here.
Update May 24: Nassim Taleb (the autor of The Black Swan) has let me know that he's read the book and that it's excellent. I'll try to get a copy in the next days.