I'd second that, choose repository or CPAN. The first module I get in is CPANPLUS.
The advantage to packages is it will bring in non Perl/CPAN dependencies like libraries and tools and the installer can plop them in as root for you. I also find that some modules don't build very well in CPANPLUS. I tend to use CPANPLUS to grab the code then build them manually. This is often due to being behind a firewall so testing fails or sometimes with accessing databases. (The worst was Math::PARI and needing to build the pari lib on Solaris 8)