If you're writing new code, then you should probably be using XML::SAX rather than XML::Parser. (If you're maintaining code that already works with XML::Parser then carry on).

If you write to the SAX API, then you can use whichever parser happens to be installed (eg: XML::LibXML for blinding speed, XML::SAX::Expat for oldtimes sake, or XML::SAX::PurePerl for maximum portability). You can also use or write SAX filters to make your code more modular.

Kip Hampton has written a number of tutorials relating to SAX here, here and here (all at XML.com).