Thanks guys (Anonymous, Bulk88) - you've given me enough links/thoughts to last a lifewtime ;-).
I'll poke at this a bit more when time permits.

Luckily I *can* build PDL::IO::Graphics successfully on both 64-bit and 32-bit perls so long as I build it separately from the PDL build. (However, modifying the Makefile's LDDLFLAGS is a simpler fix, where it works.)

For my 32-bit perls on this Windows 7 (x64) box I use a mingw.org port of gcc-4.7.0. (It built the perls in question, as well as the plplot library.)
On a (soon-to-be-retired) Windows Vista (x64) box, I used a mingw.org port of gcc-4.5.2. It, too, had built the 32-bit perls and plplot library on that box - and suffered the same problem (and workaround) wrt PDL::Graphics::PLplot.
However, the problem seems to affect more perls on the Windows 7 box, than were affected on the Vista box. (For example, iirc, perl-5.12.0 is affected by this on Windows 7, but not on Windows Vista.)

As regards the x64 builds, on both boxes I have used the same mingw64.sf port of gcc-4.7.0 to build the perls and the plplot library. (I think that more x64 perls are affected by this on the Windows 7 box than on the Vista box ... but I would need to check on that in order to be sure.)

Cheers,
Rob