If you've got access to perl5.8.0+ then you could take advantage of the funky new IO layering system and employ the use of PerlIO::gzip. So you could do something like this

use PerlIO::gzip;

open my $in_fh  => "<:gzip", 'input.gz' or die "ack: $!";
open my $out_fh => ">:gzip", 'output.gz' or die "ack: $!";

while(<$in_fh>) {
  do_stuff($_) if /matches some condition/;
  print {$out_fh} $_;
}
[download]

See. the PerlIO docs for more info on IO layers in perl5.8.0+ and PerlIO::gzip for info on the gzip layer used above.
HTH

_________
broquaint