I think what you're alluding to is the fact that die, not $! (although die "... $!\n" is the common idiom), behaves differently if the message passed has a trailing newline or not. If it doesn't, the location the die occured at will be appended; if the message does end with a newline it's printed verbatim. I tend to use the with-a-newline for error messages that users may see, and without-newline in modules where the extra location information is of more use.

See perldoc -f die and perldoc Carp for more information.

Addendum: warn has similar behavior as well.