Note: I originally called this module uc_subscribe but renamed it when it was pointed out that that name had already been used. The original uc_subscribe can be found at: http://www.ubercart.org/project/subscribe
This module provides an additional pane at checkout for subscribing to simplenews newsletters. It only subscribes to the main newsletter. I created this for my existing active project because neither of the others I could find worked as required.
I use it with drupal 6.20 and ubercart 2.4
I use simplenews alpha2 to use the single/double confirm option but looking at the code I think should work with simplenews 1.3
It calls the subscribe/unsubscribe function of simplenews in hook_order submit (so the confirmation email only happens when checkout is successfull). I use simplenews_block_form_submit($f, $fs) passing it the bits of the $form and $form_states it needs, someone let me know if this is bad practise.
If you are using the review page after checkout then you should look at the comment on line 26 regarding the setting of the default value.
At the moment this should be considered as a starting point as its tested in only my use case.