There are discussions on this all over, including PM. I wrote a bit here on the Catalyst list. For a long time, FastCGI had too small a userbase for me to consider it a good choice. That changed somewhat with Ruby on Rails, which often uses FastCGI, but now there's a vocal movement among them to ditch FastCGI, claiming it has insurmountable problems. (I think they're exaggerating, but since I don't run Rails...)
One thing that might be relevant to you is Win32 support. With Apache 2 and mod_perl 2, Windows support is pretty good and up-to-date binaries are available. Last time I looked for the FastCGI support on Windows, it was not in good shape, but that was a few years back so it may have changed.