As you note, classically all sets have decidable equality. In fact,
the statement "all sets have decidable equality" is equivalent to
excluded middle.
In general, a statement such as "constructively X may happen" should
be understood as "there is a model of constructive mathematics in
which X happens". Also, people do not bother to say "constructively X
may happen" for X which is actually provable constructively.
The real numbers (either Cauchy or Dedekind) may have undecidable
equality. Here are two models:
1. As already metnioned by Hendrik, in the effective topos a real is
represented by a Turing machine that computes arbitrarily good
rational approximations, and here it is easy to see that equality on
reals cannot be decided, because it would give us a non-computable
map, but all maps in the effective topos are computable.
2. In a topos of sheaves Sh(X) the reals tend to have undecidable
equality. The Dedekind reals in Sh(X) is the sheaf of real-valued
continuous maps. For reals to have decidable equality the following
has to happen: given any two continuous maps f, g : U -> R (where U is
an open subset of X and R is the usual space of reals) the sets
V = { f(x) = g(x) | x in U }
and
W = { f(x) <> g(x) | x in U }
must be open. Unless X is quite trivial, this wil not be the case. For
example, if X is Hausdorff the set V will be closed, and so unlikely
to be also open.
But if you are just looking for sets whose equality cannot be proved
decidable, you've got other possibilities:
1. The powerset of a singleton P({0}) has decidable equality iff
excluded middle holds
2. Cantor space N -> {0,1} (the set of infinite binary sequences) has
decidable equality iff LLPO holds
(
http://en.wikipedia.org/wiki/Limited_principle_of_omniscience).
With kind regards,
Andrej