You are correct in saying that precompilation will go to waste if you simply do this

#...
my $re = qr/blah/;
if (/$re/){
  # ...
}
[download]

You need to precompile every single one of them before the main loop. If it makes sense (if you have too many if-else conditions), then, like you said, make a dispatch table.
Also, instead of trying to optimize your regexes, see if you can get rid of them (or at least some). In many cases people use regexes for everything, even when a simple 'eq' will suffice; e.g., if($bar =~ /^foo$/){} instead of if($bar eq 'foo'){}.

--perlplexer