The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H) \in {\mathbb{R}_{+}\times (0,1)}$. On compact time intervals, it is known to be almost surely jointly H\"older continuous in time and Lipschitz continuous in the Hurst parameter $H$. First, we extend this result to the whole time interval $\mathbb{R}_{+}$ and consider both simple and rectangular increments. Then we consider SDEs driven by fractional Brownian motion with contractive drift. We obtain that the solutions and their ergodic means are almost surely H\"older continuous in $H$, uniformly in time. The proofs are based on variance estimates of the increments of the fractional Brownian motion and fractional Ornstein-Uhlenbeck processes, multiparameter versions of the Garsia-Rodemich-Rumsey lemma and a combinatorial argument to estimate the expectation of a product of Gaussian variables.