Checking the users' cookies every page and redirecting them if they aren't logged in is sufficient - that's the missing part of the authentication plan your original post didn't mention. It isn't the most elegant way of going about it, however; Apache has authentication built in that mod_perl can tap into. If you do that, a user attempting to go into a secure area should get a 401 (Authorization Required) error. Since the entire site is supposed to be secure, a request for a non-existent index (for a user not logged in) should redirect to your login page. (Once a user is logged in that request would receive a 403 (Forbidden) response, since you have indexing turned off).

I couldn't find anything that does exactly what I like an authentication module to do in CPAN, but Apache::Authen::Generic looks like it is close. Apache::AuthDigest and Apache::AuthenSecurID also hook into Apache's authentication stuff and might be good starting places. Apache changed it's authentication model in 2.1, so if that's the version you're using, Apache::AuthenHook is specifically for 2.1.

Anyways, the way you are doing it is fine (you are authenticating every page by checking the cookie and redirecting as necessary). Apache2 is a moving target, so I'd stick with your strategy for now.