The more general way to do it, if it's possible your code will be re-used from another program that may have selected a different filehandle, is to save the return value from select, then re-select it when you're done:
#!/usr/bin/perl -w
use strict;
print "To stdout\n";
my $savesel = select(STDERR);
print "To stderr\n";
select($savesel);
print "To stdout\n";