In fact, for the reasons BrowserUk posted and more (similar caveats exist on almost all OSs), I'd do even less inside the signal handler:

#!/usr/bin/perl -w
use strict;

my $got_int = 0;
$SIG{INT} = sub { $got_int++ };

while (1){
    print "Signal caught", exit if $got_int;
    print "I am here\n";
}
[download]

Of course you can't always set up quite as minimalistic signal handlers, but don't use them for any more work than absolutely necessary.

Makeshifts last the longest.