ActivePerl is a very nicely maintained Perl distribution (i.e. Perl + an installer (called ppm) for a subset of the modules available on CPAN), but my personal favourite is Strawberry Perl. There are still some issues with Vista (see Vista Issues) though, which I cannot comment on, but that's no reason to not give it a try.

I am still clinging to Windows XP for my Windows needs and very happy using Strawberry Perl, in particular I can install nearly any module from CPAN I like (I had only problems with a few of them, e.g. Tk).