If you're using Windows, I can heartily recommend Open Perl IDE. It hooks in with Perl a treat, and you can even do debugging straight off the code, set watches/breakpoints, etc.
In Linux, my preferred development environment, I tend to just use a basic editor and do things on the command line. I haven't found anything like Open Perl IDE for Linux yet.. although if anyone has any suggestions..
Update: Just went crawling to look for a free Perl IDE for Linux and haven't turned up trumps yet, but I found Perl.com's Resources guide which has a debugging resource section and links to a selection of editors.