Three methods; which is best depends upon the size of the array, but grep is never a bad choice unless you're tight on memory:

#! perl -slw
use strict;
use Benchmark qw[ cmpthese ];

our $N //= 1e3;

cmpthese -1, {
    for_splice => q[
        my @a = 1 .. $N;
        $a[$_] =~ /9/ and splice @a, $_, 1 for reverse 0 .. $#a;
    ],
    grep => q[
        my @a = 1 .. $N;
        @a = grep !/9/, @a;
    ],
    offset_copy => q[
        my @a = 1 .. $N;
        my $o = 0;
        for( 0 .. $#a ) {
            $a[$_-$o] = $a[$_];
            $a[ $_ ] =~ /9/ and ++$o;
        }
        $#a = $#a - $o;
    ],
};
__END__
C:\test>1036622 -N=1e2
               Rate       grep offset_copy for_splice
grep         8144/s         --        -14%       -19%
offset_copy  9489/s        17%          --        -5%
for_splice  10035/s        23%          6%         --

C:\test>1036622 -N=1e3
              Rate       grep offset_copy for_splice
grep         732/s         --        -19%       -44%
offset_copy  898/s        23%          --       -31%
for_splice  1304/s        78%         45%         --

C:\test>1036622 -N=1e4
              Rate for_splice       grep offset_copy
for_splice  64.9/s         --        -9%        -33%
grep        71.6/s        10%         --        -27%
offset_copy 97.5/s        50%        36%          --

C:\test>1036622 -N=1e5
            (warning: too few iterations for a reliable count)
              Rate for_splice       grep offset_copy
for_splice  1.56/s         --       -78%        -80%
grep        7.00/s       348%         --        -13%
offset_copy 8.00/s       412%        14%          --

C:\test>1036622 -N=1e6
            (warning: too few iterations for a reliable count)
            (warning: too few iterations for a reliable count)
            (warning: too few iterations for a reliable count)
           s/iter for_splice       grep offset_copy
for_splice   71.8         --       -98%        -98%
grep         1.36      5183%         --        -20%
offset_copy  1.09      6467%        24%          --
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